+169.5%
KDP vs LYB
+48.3%
+121.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -3.7% | +0.3% | -3.9% | -3.7% |
| 30D | +6.2% | +2.5% | +3.7% | +5.7% |
| 3M | +1.2% | +1.4% | -0.2% | +0.8% |
| 6M | +15.3% | -3.5% | +18.8% | +14.7% |
| YTD | +14.8% | +52.0% | -37.2% | +4.9% |
| 1Y | +17.6% | +22.1% | -4.5% | +11.4% |
| 3Y | +2.1% | -22.8% | +24.9% | +3.6% |
| 5Y | +2.7% | -3.4% | +6.1% | -1.6% |
| All | +169.5% | +48.3% | +121.2% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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