+13.8%
KMB vs LNG
+561.0%
-547.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -7.7% | -4.5% | -3.2% | -7.5% |
| 30D | -8.2% | +4.7% | -12.9% | -8.4% |
| 3M | -1.9% | +15.1% | -17.0% | -2.7% |
| 6M | -0.7% | +13.6% | -14.2% | -1.6% |
| YTD | +1.4% | +44.0% | -42.6% | -1.1% |
| 1Y | -19.1% | +18.4% | -37.5% | -20.2% |
| 3Y | -12.6% | +75.9% | -88.4% | -16.2% |
| 5Y | -12.7% | +231.7% | -244.3% | -21.6% |
| All | +13.8% | +561.0% | -547.2% | -7.2% |
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