+9,391.3%
KLAC vs LYB
+624.6%
+8,766.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.3% |
| 7D | -2.7% | +0.3% | -2.9% | -2.8% |
| 30D | -13.2% | +2.5% | -15.6% | -14.2% |
| 3M | -25.0% | +1.4% | -26.4% | -26.3% |
| 6M | +23.6% | -3.5% | +27.1% | +20.1% |
| YTD | +49.2% | +52.0% | -2.8% | +18.8% |
| 1Y | +89.3% | +22.1% | +67.3% | +63.3% |
| 3Y | +274.4% | -22.8% | +297.1% | +283.8% |
| 5Y | +440.9% | -3.4% | +444.3% | +401.2% |
| 10Y | +2,947.7% | +47.4% | +2,900.3% | +2,069.1% |
| All | +9,391.3% | +624.6% | +8,766.7% | +2,642.8% |
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