+27.1%
KORU vs LYB
+107.0%
-79.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.9% | +9.9% | +9.7% |
| 7D | -1.7% | +0.3% | -2.0% | -1.9% |
| 30D | +13.5% | +2.5% | +11.1% | +10.6% |
| 3M | -45.2% | +1.4% | -46.6% | -48.0% |
| 6M | +17.1% | -3.5% | +20.6% | +1.5% |
| YTD | +154.1% | +52.0% | +102.2% | +41.1% |
| 1Y | +375.7% | +22.1% | +353.6% | +217.3% |
| 3Y | +474.0% | -22.8% | +496.8% | +472.4% |
| 5Y | +60.4% | -3.4% | +63.8% | +33.7% |
| 10Y | +82.6% | +47.4% | +35.3% | +7.9% |
| All | +27.1% | +107.0% | -79.9% | -40.5% |
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