+19.7%
KDP vs LNG
+188.0%
-168.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.7% |
| 7D | +8.2% | -5.5% | +13.7% | +8.3% |
| 30D | +18.4% | +5.7% | +12.6% | +18.0% |
| 3M | +29.2% | +10.7% | +18.5% | +28.6% |
| 6M | +32.3% | +23.1% | +9.2% | +31.1% |
| YTD | +38.5% | +52.4% | -13.9% | +35.7% |
| 1Y | +48.5% | +40.0% | +8.5% | +46.1% |
| 3Y | +32.5% | +76.0% | -43.6% | +28.2% |
| 5Y | +19.7% | +194.7% | -175.0% | +11.4% |
| All | +19.7% | +188.0% | -168.4% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling