-22.8%
LYB vs KGC
+524.7%
-547.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +0.3% | -5.6% | +5.9% | +0.2% |
| 30D | +2.5% | +6.1% | -3.7% | +2.4% |
| 3M | +1.4% | +17.3% | -16.0% | +1.4% |
| 6M | -3.5% | -10.3% | +6.8% | -3.2% |
| YTD | +52.0% | +3.9% | +48.1% | +50.9% |
| 1Y | +22.1% | +25.7% | -3.7% | +19.7% |
| 3Y | -22.8% | +526.0% | -548.7% | -41.1% |
| All | -22.8% | +524.7% | -547.4% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 3y: compounded portfolio wealth divided by compounded KGC 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…
3y analysis · Full analysis span regression · 6 months rolling