+20.4%
KWEB vs LNG
+911.3%
-890.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -5.6% | -4.7% | -0.9% | -4.5% |
| 30D | -10.7% | +3.8% | -14.5% | -11.5% |
| 3M | -7.4% | +16.2% | -23.6% | -11.0% |
| 6M | -19.3% | +11.7% | -31.0% | -22.3% |
| YTD | -27.8% | +44.2% | -72.0% | -34.9% |
| 1Y | -35.9% | +18.6% | -54.5% | -39.4% |
| 3Y | -1.9% | +77.4% | -79.3% | -17.9% |
| 5Y | -43.2% | +232.3% | -275.5% | -60.8% |
| 10Y | -21.2% | +550.1% | -571.3% | -57.0% |
| All | +20.4% | +911.3% | -890.9% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling