+129.5%
KMI vs LNG
+562.2%
-432.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.7% | -4.7% | +3.0% | +0.6% |
| 30D | -2.7% | +3.8% | -6.6% | -4.8% |
| 3M | -0.7% | +16.2% | -16.8% | -8.7% |
| 6M | -5.0% | +11.7% | -16.7% | -11.6% |
| YTD | +15.5% | +44.2% | -28.7% | -6.6% |
| 1Y | +16.4% | +18.6% | -2.1% | +4.5% |
| 3Y | +114.2% | +77.4% | +36.8% | +52.5% |
| 5Y | +153.3% | +232.3% | -79.0% | +19.2% |
| All | +129.5% | +562.2% | -432.7% | -34.2% |
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