-13.0%
KMB vs LYB
-22.4%
+9.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -7.7% | -0.7% | -7.0% | -7.7% |
| 30D | -8.2% | +1.5% | -9.7% | -8.2% |
| 3M | -1.9% | -0.3% | -1.6% | -1.8% |
| 6M | -0.7% | +0.1% | -0.7% | -1.6% |
| YTD | +1.4% | +53.4% | -52.1% | -3.9% |
| 1Y | -19.1% | +25.6% | -44.8% | -21.9% |
| All | -13.0% | -22.4% | +9.4% | -12.9% |
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 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