-43.7%
KHC vs LYB
+19.5%
-63.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -4.8% | -3.1% | -1.7% | -4.1% |
| 30D | +0.3% | +4.0% | -3.7% | -0.6% |
| 3M | +6.7% | +2.4% | +4.3% | +5.8% |
| 6M | +4.2% | -1.4% | +5.6% | +3.0% |
| YTD | +6.7% | +53.9% | -47.2% | -5.4% |
| 1Y | -1.4% | +26.1% | -27.5% | -8.8% |
| 3Y | -11.8% | -21.0% | +9.3% | -10.4% |
| 5Y | -13.4% | -0.7% | -12.6% | -18.5% |
| 10Y | -54.3% | +49.3% | -103.5% | -64.9% |
| All | -43.7% | +19.5% | -63.1% | -57.0% |
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