+33.1%
KRE vs BHP
+112.0%
-78.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +2.1% |
| 7D | -1.4% | -3.7% | +2.3% | -0.3% |
| 30D | -3.9% | -0.8% | -3.1% | -3.9% |
| 3M | +3.6% | +7.6% | -4.0% | +0.4% |
| 6M | +15.4% | +20.8% | -5.4% | +6.5% |
| YTD | +15.2% | +50.8% | -35.5% | -2.4% |
| 1Y | +16.5% | +70.9% | -54.5% | -6.0% |
| 3Y | +85.2% | +78.0% | +7.1% | +44.5% |
| 5Y | +33.1% | +113.1% | -80.0% | -4.9% |
| All | +33.1% | +112.0% | -78.9% | -4.9% |
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