+10.1%
KMB vs LNG
+45.6%
-35.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +0.9% | +11.3% | -10.4% | +2.0% |
| 30D | +10.1% | +10.6% | -0.6% | +11.1% |
| 3M | 0.0% | +16.1% | -16.1% | +1.6% |
| 6M | +15.7% | +29.6% | -13.9% | +18.6% |
| YTD | +12.6% | +60.3% | -47.7% | +12.1% |
| 1Y | +10.1% | +46.1% | -36.0% | +11.3% |
| All | +10.1% | +45.6% | -35.5% | +11.3% |
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