+46.3%
LYB vs KEYS
+1,049.9%
-1,003.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -2.4% |
| 7D | +0.3% | +3.5% | -3.2% | -1.0% |
| 30D | +2.5% | -4.5% | +6.9% | +3.8% |
| 3M | +1.4% | -0.4% | +1.8% | +0.1% |
| 6M | -3.5% | +19.1% | -22.6% | -12.3% |
| YTD | +52.0% | +66.7% | -14.7% | +18.0% |
| 1Y | +22.1% | +96.5% | -74.4% | -12.3% |
| 3Y | -22.8% | +155.2% | -177.9% | -51.6% |
| 5Y | -3.4% | +88.0% | -91.3% | -33.5% |
| All | +46.3% | +1,049.9% | -1,003.6% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling