+114.2%
KMI vs LNG
+74.6%
+39.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.7% | -4.7% | +3.0% | +0.3% |
| 30D | -2.7% | +3.8% | -6.6% | -4.7% |
| 3M | -0.7% | +16.2% | -16.8% | -8.0% |
| 6M | -5.0% | +11.7% | -16.7% | -11.2% |
| YTD | +15.5% | +44.2% | -28.7% | -6.1% |
| 1Y | +16.4% | +18.6% | -2.1% | +5.1% |
| 3Y | +114.2% | +77.4% | +36.8% | +55.1% |
| All | +114.2% | +74.6% | +39.6% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling