+387.8%
LNG vs KEEL
+294.5%
+93.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | +0.1% |
| 7D | -4.7% | +2.9% | -7.6% | -4.8% |
| 30D | +3.8% | +0.8% | +3.0% | +3.7% |
| 3M | +16.2% | -35.3% | +51.5% | +16.8% |
| 6M | +11.7% | +59.4% | -47.7% | +9.6% |
| YTD | +44.2% | +51.9% | -7.7% | +41.3% |
| 1Y | +18.6% | +75.0% | -56.4% | +15.0% |
| 3Y | +77.4% | +224.5% | -147.1% | +65.7% |
| 5Y | +232.3% | -35.9% | +268.2% | +209.8% |
| All | +387.8% | +294.5% | +93.3% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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