+643.2%
LYB vs KEY
+323.7%
+319.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.6% |
| 7D | -0.9% | +2.7% | -3.6% | -2.3% |
| 30D | +9.5% | -3.2% | +12.7% | +11.2% |
| 3M | +1.3% | +1.0% | +0.3% | +0.1% |
| 6M | -1.7% | +11.9% | -13.6% | -8.9% |
| YTD | +54.1% | +8.7% | +45.4% | +44.6% |
| 1Y | +25.7% | +18.5% | +7.2% | +12.4% |
| 3Y | -20.9% | +124.0% | -144.9% | -52.2% |
| 5Y | -1.5% | +40.8% | -42.4% | -29.6% |
| 10Y | +45.0% | +167.0% | -122.0% | -34.3% |
| All | +643.2% | +323.7% | +319.5% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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