+215.5%
KMB vs LYB
+634.9%
-419.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.1% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | -5.0% | +9.5% | -14.5% | -5.9% |
| 3M | +6.6% | +1.3% | +5.3% | +6.3% |
| 6M | +1.0% | -1.7% | +2.7% | +0.3% |
| YTD | +6.0% | +54.1% | -48.2% | 0.0% |
| 1Y | -16.6% | +25.7% | -42.3% | -19.7% |
| 3Y | -8.6% | -20.9% | +12.3% | -8.2% |
| 5Y | -10.9% | -1.5% | -9.3% | -13.5% |
| 10Y | +16.8% | +45.0% | -28.2% | +2.4% |
| All | +215.5% | +634.9% | -419.3% | +117.4% |
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