-42.5%
KHC vs LNG
+379.1%
-421.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +2.0% | +11.3% | -9.3% | +0.6% |
| 30D | +10.6% | +10.6% | 0.0% | +8.9% |
| 3M | +0.5% | +16.1% | -15.6% | -1.7% |
| 6M | +12.1% | +29.6% | -17.5% | +7.6% |
| YTD | +8.9% | +60.3% | -51.4% | +1.0% |
| 1Y | +7.5% | +46.1% | -38.6% | +1.0% |
| 3Y | -10.7% | +85.9% | -96.7% | -20.1% |
| 5Y | -13.2% | +210.8% | -224.0% | -30.4% |
| 10Y | -50.6% | +808.8% | -859.4% | -68.4% |
| All | -42.5% | +379.1% | -421.6% | -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