+37.7%
KR vs LNG
+74.6%
-36.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.2% | -4.7% | +4.5% | +0.4% |
| 30D | +5.1% | +3.8% | +1.2% | +4.6% |
| 3M | -8.2% | +16.2% | -24.3% | -9.9% |
| 6M | -18.0% | +11.7% | -29.7% | -19.0% |
| YTD | -4.8% | +44.2% | -49.0% | -7.8% |
| 1Y | -11.0% | +18.6% | -29.6% | -12.8% |
| 3Y | +37.7% | +77.4% | -39.7% | +25.7% |
| All | +37.7% | +74.6% | -36.9% | +25.7% |
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 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