+35.2%
LYB vs KEEL
+294.5%
-259.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -1.1% |
| 7D | +0.3% | +2.9% | -2.6% | +0.1% |
| 30D | +2.5% | +0.8% | +1.6% | +2.3% |
| 3M | +1.4% | -35.3% | +36.7% | +2.5% |
| 6M | -3.5% | +59.4% | -62.9% | -6.8% |
| YTD | +52.0% | +51.9% | +0.1% | +46.5% |
| 1Y | +22.1% | +75.0% | -52.9% | +15.7% |
| 3Y | -22.8% | +224.5% | -247.3% | -31.2% |
| 5Y | -3.4% | -35.9% | +32.5% | -13.0% |
| All | +35.2% | +294.5% | -259.3% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling