-43.1%
KHC vs LNG
+352.1%
-395.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.8% | +3.4% | -5.2% | -2.2% |
| 30D | -1.9% | +14.9% | -16.7% | -3.8% |
| 3M | +14.4% | +21.4% | -7.0% | +11.2% |
| 6M | +8.7% | +17.8% | -9.1% | +5.8% |
| YTD | +7.8% | +51.3% | -43.5% | +1.0% |
| 1Y | -1.5% | +24.4% | -26.0% | -5.1% |
| 3Y | -9.9% | +79.7% | -89.5% | -18.8% |
| 5Y | -10.7% | +241.3% | -252.1% | -29.9% |
| 10Y | -55.7% | +603.1% | -658.8% | -70.6% |
| All | -43.1% | +352.1% | -395.2% | -59.1% |
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 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