+108.2%
KMI vs LYB
+345.7%
-237.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -2.7% | +2.5% | -5.2% | -3.8% |
| 3M | -0.7% | +1.4% | -2.1% | -1.7% |
| 6M | -5.0% | -3.5% | -1.5% | -5.7% |
| YTD | +15.5% | +52.0% | -36.5% | -5.3% |
| 1Y | +16.4% | +22.1% | -5.6% | +3.1% |
| 3Y | +114.2% | -22.8% | +136.9% | +121.0% |
| 5Y | +153.3% | -3.4% | +156.6% | +133.0% |
| 10Y | +132.4% | +47.4% | +85.1% | +65.6% |
| All | +108.2% | +345.7% | -237.6% | +2.7% |
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