+31.7%
KRE vs LNG
+228.1%
-196.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.8% | -4.7% | +2.9% | -0.8% |
| 30D | -4.5% | +3.8% | -8.3% | -5.4% |
| 3M | +2.7% | +16.2% | -13.4% | -1.3% |
| 6M | +16.9% | +11.7% | +5.2% | +12.5% |
| YTD | +15.4% | +44.2% | -28.9% | +3.3% |
| 1Y | +16.1% | +18.6% | -2.5% | +9.7% |
| 3Y | +85.7% | +77.4% | +8.3% | +55.6% |
| All | +31.7% | +228.1% | -196.4% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling