+46.3%
LYB vs KIM
+32.5%
+13.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.3% | -1.7% | +2.0% | +1.2% |
| 30D | +2.5% | -3.0% | +5.4% | +4.0% |
| 3M | +1.4% | -8.9% | +10.3% | +5.9% |
| 6M | -3.5% | +2.4% | -5.9% | -5.8% |
| YTD | +52.0% | +18.3% | +33.6% | +37.2% |
| 1Y | +22.1% | +8.2% | +13.9% | +15.5% |
| 3Y | -22.8% | +44.0% | -66.8% | -37.9% |
| 5Y | -3.4% | +37.3% | -40.7% | -22.2% |
| All | +46.3% | +32.5% | +13.8% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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