+20.8%
KDP vs LNG
+18.7%
+2.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.6% | -6.7% | +5.2% | -1.8% |
| 30D | +9.5% | +3.9% | +5.6% | +9.7% |
| 3M | +2.6% | +15.5% | -12.9% | +3.1% |
| 6M | +15.6% | +10.5% | +5.1% | +16.2% |
| YTD | +17.3% | +43.0% | -25.6% | +17.6% |
| All | +20.8% | +18.7% | +2.1% | +25.5% |
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