+179.3%
KO vs LNG
+562.2%
-382.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +0.2% | -4.7% | +4.9% | +0.7% |
| 30D | +1.8% | +3.8% | -2.0% | +1.4% |
| 3M | +7.7% | +16.2% | -8.5% | +5.8% |
| 6M | +15.3% | +11.7% | +3.6% | +13.5% |
| YTD | +28.0% | +44.2% | -16.2% | +22.4% |
| 1Y | +34.3% | +18.6% | +15.7% | +31.2% |
| 3Y | +63.8% | +77.4% | -13.6% | +51.0% |
| 5Y | +84.1% | +232.3% | -148.2% | +52.1% |
| All | +179.3% | +562.2% | -382.9% | +103.4% |
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