+111.9%
KMI vs LNG
+3,467.4%
-3,355.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -1.8% | -6.7% | +5.0% | 0.0% |
| 30D | +0.1% | +3.9% | -3.8% | -1.0% |
| 3M | +1.2% | +15.5% | -14.3% | -2.9% |
| 6M | -3.9% | +10.5% | -14.4% | -6.9% |
| YTD | +17.5% | +43.0% | -25.4% | +6.1% |
| 1Y | +22.6% | +18.9% | +3.8% | +16.4% |
| 3Y | +116.3% | +74.7% | +41.6% | +85.2% |
| 5Y | +157.6% | +231.2% | -73.6% | +85.9% |
| 10Y | +136.6% | +544.5% | -407.9% | +45.3% |
| All | +111.9% | +3,467.4% | -3,355.5% | +11.7% |
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