+43.5%
KDP vs LNG
+42.0%
+1.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.2% | +12.1% | +5.3% |
| 7D | +5.3% | -1.9% | +7.3% | +4.9% |
| 30D | +19.1% | +6.2% | +12.9% | +19.2% |
| 3M | +19.2% | +13.7% | +5.4% | +20.1% |
| 6M | +29.3% | +7.5% | +21.8% | +29.0% |
| YTD | +35.5% | +51.3% | -15.8% | +42.5% |
| 1Y | +43.5% | +42.6% | +0.8% | +50.4% |
| All | +43.5% | +42.0% | +1.5% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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