+20.4%
KWEB vs LYB
+81.7%
-61.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -5.6% | +0.3% | -5.8% | -5.7% |
| 30D | -10.7% | +2.5% | -13.1% | -11.5% |
| 3M | -7.4% | +1.4% | -8.8% | -8.4% |
| 6M | -19.3% | -3.5% | -15.8% | -20.5% |
| YTD | -27.8% | +52.0% | -79.7% | -39.9% |
| 1Y | -35.9% | +22.1% | -58.0% | -42.7% |
| 3Y | -1.9% | -22.8% | +20.8% | +1.4% |
| 5Y | -43.2% | -3.4% | -39.8% | -46.1% |
| 10Y | -21.2% | +47.4% | -68.5% | -41.5% |
| All | +20.4% | +81.7% | -61.3% | -26.4% |
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