+179.3%
KO vs LYB
+48.3%
+131.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | +0.2% | +0.3% | 0.0% | +0.2% |
| 30D | +1.8% | +2.5% | -0.6% | +1.3% |
| 3M | +7.7% | +1.4% | +6.3% | +7.1% |
| 6M | +15.3% | -3.5% | +18.7% | +14.6% |
| YTD | +28.0% | +52.0% | -24.0% | +16.3% |
| 1Y | +34.3% | +22.1% | +12.2% | +26.7% |
| 3Y | +63.8% | -22.8% | +86.6% | +67.2% |
| 5Y | +84.1% | -3.4% | +87.4% | +75.3% |
| All | +179.3% | +48.3% | +131.1% | +131.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling