+170.1%
KDP vs LNG
+561.0%
-390.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -4.3% | -4.5% | +0.2% | -4.0% |
| 30D | +7.8% | +4.7% | +3.1% | +7.4% |
| 3M | -0.1% | +15.1% | -15.2% | -1.4% |
| 6M | +14.0% | +13.6% | +0.4% | +12.4% |
| YTD | +15.1% | +44.0% | -28.9% | +10.9% |
| 1Y | +18.5% | +18.4% | +0.1% | +16.3% |
| 3Y | +2.9% | +75.9% | -73.0% | -3.7% |
| 5Y | +3.0% | +231.7% | -228.7% | -12.0% |
| All | +170.1% | +561.0% | -390.9% | +106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling