-1.9%
KWEB vs LNG
+74.6%
-76.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -5.6% | -4.7% | -0.9% | -5.4% |
| 30D | -10.7% | +3.8% | -14.5% | -10.8% |
| 3M | -7.4% | +16.2% | -23.6% | -8.2% |
| 6M | -19.3% | +11.7% | -31.0% | -20.4% |
| YTD | -27.8% | +44.2% | -72.0% | -31.2% |
| 1Y | -35.9% | +18.6% | -54.5% | -37.3% |
| 3Y | -1.9% | +77.4% | -79.3% | -12.7% |
| All | -1.9% | +74.6% | -76.5% | -12.7% |
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