+276.9%
KRE vs LYB
+624.6%
-347.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.6% |
| 7D | -1.8% | +0.3% | -2.1% | -2.0% |
| 30D | -4.5% | +2.5% | -7.0% | -5.8% |
| 3M | +2.7% | +1.4% | +1.4% | +1.0% |
| 6M | +16.9% | -3.5% | +20.3% | +14.0% |
| YTD | +15.4% | +52.0% | -36.6% | -11.4% |
| 1Y | +16.1% | +22.1% | -6.0% | -1.6% |
| 3Y | +85.7% | -22.8% | +108.5% | +94.0% |
| 5Y | +33.3% | -3.4% | +36.6% | +22.5% |
| 10Y | +123.3% | +47.4% | +76.0% | +59.0% |
| All | +276.9% | +624.6% | -347.8% | +7.3% |
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