+6.3%
KLAC vs LYB
+47.1%
-40.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -2.1% | -11.2% | -13.9% |
| 7D | -22.5% | -5.7% | -16.8% | -23.8% |
| 30D | -34.3% | +4.6% | -38.8% | -33.3% |
| 3M | -32.6% | +5.5% | -38.1% | -31.2% |
| 6M | -24.9% | -19.1% | -5.8% | -26.5% |
| YTD | +7.2% | +47.1% | -39.8% | +6.5% |
| 1Y | +6.3% | +49.0% | -42.6% | +6.0% |
| All | +6.3% | +47.1% | -40.7% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling