+1,117.5%
KDP vs LNG
+4,064.4%
-2,946.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.3% | +3.4% | -2.2% | +1.1% |
| 30D | +6.0% | +14.9% | -8.9% | +5.2% |
| 3M | +9.2% | +21.4% | -12.2% | +8.1% |
| 6M | +14.7% | +17.8% | -3.1% | +13.6% |
| YTD | +19.2% | +51.3% | -32.1% | +16.5% |
| 1Y | +15.2% | +24.4% | -9.3% | +13.6% |
| 3Y | +6.0% | +79.7% | -73.7% | +2.2% |
| 5Y | +5.4% | +241.3% | -235.9% | -2.2% |
| 10Y | +171.9% | +603.1% | -431.3% | +139.8% |
| All | +1,117.5% | +4,064.4% | -2,946.9% | +744.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling