-25.1%
KORU vs LYB
+47.1%
-72.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -2.1% | -35.3% | -38.7% |
| 7D | -48.7% | -5.7% | -43.0% | -50.7% |
| 30D | -68.9% | +4.6% | -73.5% | -67.7% |
| 3M | -64.6% | +5.5% | -70.1% | -62.6% |
| 6M | -82.2% | -19.1% | -63.1% | -83.4% |
| YTD | -28.1% | +47.1% | -75.1% | -44.0% |
| 1Y | -25.1% | +49.0% | -74.1% | -42.0% |
| All | -25.1% | +47.1% | -72.2% | -42.0% |
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