+639.9%
LYB vs KIM
+218.5%
+421.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -0.7% | -1.5% | +0.8% | +0.1% |
| 30D | +1.5% | -1.7% | +3.2% | +2.4% |
| 3M | -0.3% | -7.1% | +6.9% | +3.5% |
| 6M | +0.1% | +2.9% | -2.8% | -2.8% |
| YTD | +53.4% | +18.8% | +34.6% | +37.1% |
| 1Y | +25.6% | +9.4% | +16.2% | +17.7% |
| 3Y | -21.3% | +44.6% | -65.9% | -38.0% |
| 5Y | -2.4% | +37.9% | -40.4% | -23.3% |
| 10Y | +48.8% | +32.9% | +15.9% | +8.9% |
| All | +639.9% | +218.5% | +421.4% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling