+1,314.5%
KDP vs LNG
+4,095.1%
-2,780.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.6% |
| 7D | +8.2% | -5.5% | +13.7% | +8.5% |
| 30D | +18.4% | +5.7% | +12.6% | +17.9% |
| 3M | +29.2% | +10.7% | +18.5% | +28.4% |
| 6M | +32.3% | +23.1% | +9.2% | +30.7% |
| YTD | +38.5% | +52.4% | -13.9% | +35.1% |
| 1Y | +48.5% | +40.0% | +8.5% | +45.5% |
| 3Y | +32.5% | +76.0% | -43.6% | +27.9% |
| 5Y | +19.7% | +194.7% | -175.0% | +11.8% |
| 10Y | +256.4% | +726.7% | -470.3% | +211.8% |
| All | +1,314.5% | +4,095.1% | -2,780.6% | +879.5% |
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 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