+37.7%
KR vs BHP
+71.6%
-33.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -0.2% | -3.6% | +3.4% | -0.4% |
| 30D | +5.1% | -1.2% | +6.2% | +5.0% |
| 3M | -8.2% | +1.2% | -9.3% | -7.8% |
| 6M | -18.0% | +21.4% | -39.4% | -16.8% |
| YTD | -4.8% | +50.4% | -55.2% | -3.5% |
| 1Y | -11.0% | +67.5% | -78.5% | -9.9% |
| 3Y | +37.7% | +72.8% | -35.2% | +36.6% |
| All | +37.7% | +71.6% | -33.9% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling