+49.0%
LYB vs KEEL
-58.5%
+107.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -21.4% | +19.3% | -3.0% |
| 7D | -5.7% | -28.6% | +22.9% | -6.9% |
| 30D | +4.6% | -52.4% | +57.0% | +1.7% |
| 3M | +5.5% | -58.0% | +63.5% | +2.5% |
| 6M | -19.1% | -53.3% | +34.2% | -20.5% |
| YTD | +47.1% | -29.8% | +76.9% | +44.2% |
| 1Y | +49.0% | -59.4% | +108.4% | +44.4% |
| All | +49.0% | -58.5% | +107.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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