+121.9%
KRE vs BHP
+496.8%
-374.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -1.8% | -3.6% | +1.8% | -0.3% |
| 30D | -4.5% | -1.2% | -3.3% | -4.3% |
| 3M | +2.7% | +1.2% | +1.5% | +1.1% |
| 6M | +16.9% | +21.4% | -4.6% | +4.1% |
| YTD | +15.4% | +50.4% | -35.1% | -8.2% |
| 1Y | +16.1% | +67.5% | -51.4% | -12.8% |
| 3Y | +85.7% | +72.8% | +12.9% | +33.8% |
| 5Y | +33.3% | +112.6% | -79.3% | -18.9% |
| All | +121.9% | +496.8% | -374.9% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling