+75.9%
LNG vs KIM
+45.1%
+30.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -6.7% | -1.0% | -5.8% | -6.5% |
| 30D | +3.9% | -1.1% | +4.9% | +4.1% |
| 3M | +15.5% | -5.3% | +20.8% | +16.8% |
| 6M | +10.5% | +3.9% | +6.6% | +9.2% |
| YTD | +43.0% | +20.3% | +22.7% | +36.2% |
| 1Y | +18.9% | +10.4% | +8.4% | +15.7% |
| All | +75.9% | +45.1% | +30.7% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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