-14.1%
KHC vs LNG
+211.7%
-225.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +2.0% | +11.3% | -9.3% | +1.7% |
| 30D | +10.6% | +10.6% | 0.0% | +10.1% |
| 3M | +0.5% | +16.1% | -15.6% | -0.2% |
| 6M | +12.1% | +29.6% | -17.5% | +10.6% |
| YTD | +8.9% | +60.3% | -51.4% | +6.0% |
| 1Y | +7.5% | +46.1% | -38.6% | +5.2% |
| 3Y | -10.7% | +85.9% | -96.7% | -14.6% |
| All | -14.1% | +211.7% | -225.8% | -21.1% |
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