-21.1%
KWEB vs LNG
+11.6%
-32.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.3% |
| 7D | -4.3% | -4.5% | +0.2% | -5.0% |
| 30D | -13.0% | +4.7% | -17.7% | -12.0% |
| 3M | -7.6% | +15.1% | -22.7% | -4.8% |
| 6M | -21.1% | +13.6% | -34.7% | -17.9% |
| All | -21.1% | +11.6% | -32.8% | -17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling