+1,103.4%
KMB vs LNG
+1,188.2%
-84.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.1% |
| 7D | +6.0% | -5.5% | +11.5% | +6.1% |
| 30D | +13.5% | +5.7% | +7.8% | +13.4% |
| 3M | +3.8% | +10.7% | -6.9% | +3.6% |
| 6M | +15.6% | +23.1% | -7.5% | +15.2% |
| YTD | +14.0% | +52.4% | -38.4% | +13.2% |
| 1Y | +12.9% | +40.0% | -27.1% | +12.3% |
| 3Y | +3.7% | +76.0% | -72.3% | +2.7% |
| 5Y | -0.1% | +194.7% | -194.7% | -1.9% |
| 10Y | +41.1% | +726.7% | -685.5% | +36.0% |
| All | +1,103.4% | +1,188.2% | -84.9% | +985.3% |
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 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