+13.6%
KMB vs LNG
+42.0%
-28.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.2% | +10.3% | +3.5% |
| 7D | +0.4% | -1.9% | +2.3% | +0.1% |
| 30D | +14.0% | +6.2% | +7.8% | +14.6% |
| 3M | -1.3% | +13.7% | -15.1% | +0.1% |
| 6M | +16.7% | +7.5% | +9.2% | +17.5% |
| YTD | +12.0% | +51.3% | -39.3% | +10.7% |
| 1Y | +13.6% | +42.6% | -29.0% | +14.0% |
| All | +13.6% | +42.0% | -28.3% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling