-22.5%
KWEB vs LNG
+562.2%
-584.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -5.6% | -4.7% | -0.9% | -4.6% |
| 30D | -10.7% | +3.8% | -14.5% | -11.5% |
| 3M | -7.4% | +16.2% | -23.6% | -10.7% |
| 6M | -19.3% | +11.7% | -31.0% | -22.1% |
| YTD | -27.8% | +44.2% | -72.0% | -34.5% |
| 1Y | -35.9% | +18.6% | -54.5% | -39.2% |
| 3Y | -1.9% | +77.4% | -79.3% | -17.4% |
| 5Y | -43.2% | +232.3% | -275.5% | -60.3% |
| All | -22.5% | +562.2% | -584.7% | -55.6% |
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