+441.3%
KO vs LYB
+631.6%
-190.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | +1.6% | +1.5% | 0.0% | +1.2% |
| 3M | +5.8% | -0.3% | +6.0% | +5.5% |
| 6M | +14.3% | +0.1% | +14.2% | +13.0% |
| YTD | +27.3% | +53.4% | -26.1% | +16.3% |
| 1Y | +33.2% | +25.6% | +7.5% | +25.5% |
| 3Y | +64.5% | -21.3% | +85.8% | +66.4% |
| 5Y | +83.1% | -2.4% | +85.5% | +75.1% |
| 10Y | +183.9% | +48.8% | +135.1% | +135.2% |
| All | +441.3% | +631.6% | -190.3% | +224.8% |
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