+696.7%
KKR vs LYB
+48.3%
+648.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | -6.2% | +0.3% | -6.4% | -6.3% |
| 30D | -8.9% | +2.5% | -11.3% | -10.1% |
| 3M | +6.3% | +1.4% | +4.9% | +4.5% |
| 6M | +16.5% | -3.5% | +19.9% | +13.7% |
| YTD | -20.3% | +52.0% | -72.2% | -38.1% |
| 1Y | -29.8% | +22.1% | -51.8% | -40.0% |
| 3Y | +63.2% | -22.8% | +85.9% | +71.0% |
| 5Y | +68.0% | -3.4% | +71.3% | +58.0% |
| All | +696.7% | +48.3% | +648.5% | +468.9% |
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