+121.9%
KRE vs LNG
+562.2%
-440.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.8% | -4.7% | +2.9% | -0.1% |
| 30D | -4.5% | +3.8% | -8.3% | -6.0% |
| 3M | +2.7% | +16.2% | -13.4% | -3.6% |
| 6M | +16.9% | +11.7% | +5.2% | +10.1% |
| YTD | +15.4% | +44.2% | -28.9% | -2.1% |
| 1Y | +16.1% | +18.6% | -2.5% | +6.4% |
| 3Y | +85.7% | +77.4% | +8.3% | +41.2% |
| 5Y | +33.3% | +232.3% | -199.0% | -28.2% |
| All | +121.9% | +562.2% | -440.3% | -13.9% |
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