+593.8%
KR vs LYB
+624.6%
-30.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +2.8% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | +5.1% | +2.5% | +2.6% | +4.7% |
| 3M | -8.2% | +1.4% | -9.5% | -8.4% |
| 6M | -18.0% | -3.5% | -14.5% | -18.0% |
| YTD | -4.8% | +52.0% | -56.8% | -9.4% |
| 1Y | -11.0% | +22.1% | -33.1% | -13.6% |
| 3Y | +37.7% | -22.8% | +60.4% | +39.5% |
| 5Y | +52.8% | -3.4% | +56.1% | +49.5% |
| 10Y | +128.8% | +47.4% | +81.4% | +103.5% |
| All | +593.8% | +624.6% | -30.8% | +356.0% |
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 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