+3.0%
KDP vs LYB
-1.9%
+4.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -4.3% | -0.7% | -3.6% | -4.3% |
| 30D | +7.8% | +1.5% | +6.3% | +7.6% |
| 3M | -0.1% | -0.3% | +0.2% | -0.1% |
| 6M | +14.0% | +0.1% | +13.9% | +12.9% |
| YTD | +15.1% | +53.4% | -38.4% | +6.8% |
| 1Y | +18.5% | +25.6% | -7.1% | +12.9% |
| 3Y | +2.9% | -21.3% | +24.2% | +4.0% |
| 5Y | +3.0% | -2.4% | +5.4% | -3.1% |
| All | +3.0% | -1.9% | +4.9% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling