+274.4%
KLAC vs LYB
-23.1%
+297.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | -2.7% | +0.3% | -2.9% | -2.7% |
| 30D | -13.2% | +2.5% | -15.6% | -13.5% |
| 3M | -25.0% | +1.4% | -26.4% | -25.1% |
| 6M | +23.6% | -3.5% | +27.1% | +20.9% |
| YTD | +49.2% | +52.0% | -2.8% | +21.9% |
| 1Y | +89.3% | +22.1% | +67.3% | +69.0% |
| 3Y | +274.4% | -22.8% | +297.1% | +299.0% |
| All | +274.4% | -23.1% | +297.5% | +299.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling