+2,701.1%
KR vs LNG
+1,116.8%
+1,584.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | -2.7% | -4.5% | +1.8% | -2.6% |
| 30D | +1.9% | +4.7% | -2.7% | +1.9% |
| 3M | -11.0% | +15.1% | -26.2% | -11.3% |
| 6M | -20.2% | +13.6% | -33.8% | -20.4% |
| YTD | -7.3% | +44.0% | -51.2% | -7.9% |
| 1Y | -13.1% | +18.4% | -31.5% | -13.4% |
| 3Y | +29.7% | +75.9% | -46.1% | +28.3% |
| 5Y | +48.8% | +231.7% | -182.9% | +45.4% |
| 10Y | +122.8% | +549.0% | -426.2% | +114.6% |
| All | +2,701.1% | +1,116.8% | +1,584.3% | +2,430.5% |
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