-10.9%
KMB vs LNG
+218.5%
-229.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.5% | -2.0% |
| 7D | -2.7% | -6.2% | +3.4% | -2.8% |
| 30D | -5.0% | +8.0% | -13.0% | -4.9% |
| 3M | +6.6% | +16.9% | -10.3% | +6.7% |
| 6M | +1.0% | +8.7% | -7.7% | +1.0% |
| YTD | +6.0% | +43.0% | -37.1% | +5.8% |
| 1Y | -16.6% | +19.4% | -36.1% | -16.7% |
| 3Y | -8.6% | +74.7% | -83.3% | -8.2% |
| 5Y | -10.9% | +222.4% | -233.3% | -8.4% |
| All | -10.9% | +218.5% | -229.3% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling