+52.0%
KR vs BHP
+110.7%
-58.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -0.2% | -3.6% | +3.4% | 0.0% |
| 30D | +5.1% | -1.2% | +6.2% | +5.1% |
| 3M | -8.2% | +1.2% | -9.3% | -8.2% |
| 6M | -18.0% | +21.4% | -39.4% | -19.4% |
| YTD | -4.8% | +50.4% | -55.2% | -8.7% |
| 1Y | -11.0% | +67.5% | -78.5% | -15.8% |
| 3Y | +37.7% | +72.8% | -35.2% | +28.3% |
| All | +52.0% | +110.7% | -58.7% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling