+816.6%
KDP vs LYB
+634.9%
+181.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | +8.5% | +9.5% | -1.0% | +6.9% |
| 3M | +6.6% | +1.3% | +5.3% | +6.1% |
| 6M | +17.1% | -1.7% | +18.8% | +16.1% |
| YTD | +19.0% | +54.1% | -35.1% | +9.4% |
| 1Y | +21.8% | +25.7% | -3.9% | +15.4% |
| 3Y | +6.4% | -20.9% | +27.4% | +7.3% |
| 5Y | +5.1% | -1.5% | +6.7% | +0.9% |
| 10Y | +175.8% | +45.0% | +130.8% | +130.3% |
| All | +816.6% | +634.9% | +181.7% | +438.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling