-56.0%
KHC vs LNG
+561.0%
-617.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.5% | -4.5% | +2.0% | -1.9% |
| 30D | +0.5% | +4.7% | -4.1% | -0.1% |
| 3M | +3.0% | +15.1% | -12.1% | +0.8% |
| 6M | +6.6% | +13.6% | -6.9% | +4.1% |
| YTD | +5.8% | +44.0% | -38.2% | -0.4% |
| 1Y | -2.2% | +18.4% | -20.6% | -5.2% |
| 3Y | -12.5% | +75.9% | -88.4% | -21.5% |
| 5Y | -13.6% | +231.7% | -245.3% | -33.3% |
| All | -56.0% | +561.0% | -617.0% | -70.6% |
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