+43.4%
KO vs LYB
+47.1%
-3.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +3.1% | -5.7% | +8.9% | +3.1% |
| 30D | +11.1% | +4.6% | +6.5% | +11.1% |
| 3M | +10.9% | +5.5% | +5.4% | +11.0% |
| 6M | +23.5% | -19.1% | +42.6% | +22.7% |
| YTD | +39.6% | +47.1% | -7.5% | +34.6% |
| 1Y | +43.4% | +49.0% | -5.6% | +37.9% |
| All | +43.4% | +47.1% | -3.6% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling