+239.1%
KDP vs LNG
+813.5%
-574.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.6% | -9.0% | -7.5% |
| 7D | -4.0% | +10.9% | -14.9% | -4.8% |
| 30D | +8.5% | +8.1% | +0.3% | +7.6% |
| 3M | +20.7% | +15.7% | +5.0% | +19.0% |
| 6M | +23.2% | +27.2% | -4.1% | +20.3% |
| YTD | +30.5% | +60.7% | -30.2% | +24.5% |
| 1Y | +35.9% | +46.3% | -10.4% | +30.7% |
| 3Y | +24.8% | +85.6% | -60.8% | +16.5% |
| 5Y | +13.4% | +211.6% | -198.2% | -1.6% |
| All | +239.1% | +813.5% | -574.4% | +165.7% |
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