+152.5%
KRE vs BHP
+562.7%
-410.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.0% |
| 7D | +2.3% | +1.3% | +1.1% | +1.7% |
| 30D | -2.5% | +4.0% | -6.5% | -4.4% |
| 3M | +6.2% | +12.3% | -6.1% | -0.2% |
| 6M | +15.8% | +30.8% | -15.0% | +0.6% |
| YTD | +16.0% | +58.8% | -42.8% | -8.3% |
| 1Y | +16.2% | +76.8% | -60.7% | -12.9% |
| 3Y | +86.4% | +87.5% | -1.1% | +33.3% |
| 5Y | +33.0% | +123.9% | -90.9% | -16.1% |
| 10Y | +123.0% | +504.4% | -381.4% | -12.5% |
| All | +152.5% | +562.7% | -410.2% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling