+1,040.4%
KMB vs LNG
+1,178.8%
-138.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -3.0% | +3.4% | -6.5% | -3.1% |
| 30D | -5.5% | +14.9% | -20.3% | -5.7% |
| 3M | +14.0% | +21.4% | -7.4% | +13.6% |
| 6M | +4.1% | +17.8% | -13.7% | +3.8% |
| YTD | +8.0% | +51.3% | -43.2% | +7.3% |
| 1Y | -13.7% | +24.4% | -38.2% | -14.1% |
| 3Y | -5.9% | +79.7% | -85.6% | -6.9% |
| 5Y | -8.6% | +241.3% | -249.9% | -10.5% |
| 10Y | +17.3% | +603.1% | -585.9% | +13.3% |
| All | +1,040.4% | +1,178.8% | -138.5% | +928.8% |
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