+49.0%
LYB vs KEYS
+45.0%
+4.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.8% | +6.7% | -2.5% |
| 7D | -5.7% | -21.0% | +15.3% | -6.9% |
| 30D | +4.6% | -32.8% | +37.4% | +2.5% |
| 3M | +5.5% | -22.4% | +27.9% | +4.1% |
| 6M | -19.1% | -26.8% | +7.7% | -20.0% |
| YTD | +47.1% | +28.3% | +18.8% | +36.6% |
| 1Y | +49.0% | +40.2% | +8.8% | +36.9% |
| All | +49.0% | +45.0% | +4.0% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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