+150.6%
KMI vs LNG
+228.1%
-77.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.7% | -4.7% | +3.0% | +0.2% |
| 30D | -2.7% | +3.8% | -6.6% | -4.5% |
| 3M | -0.7% | +16.2% | -16.8% | -7.3% |
| 6M | -5.0% | +11.7% | -16.7% | -10.4% |
| YTD | +15.5% | +44.2% | -28.7% | -3.2% |
| 1Y | +16.4% | +18.6% | -2.1% | +6.5% |
| 3Y | +114.2% | +77.4% | +36.8% | +64.5% |
| All | +150.6% | +228.1% | -77.5% | +49.1% |
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 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