+34.4%
LNG vs KRMN
+17.6%
+16.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.1% |
| 7D | -4.7% | -11.8% | +7.1% | -4.1% |
| 30D | +3.8% | -43.0% | +46.8% | +6.8% |
| 3M | +16.2% | -28.8% | +45.0% | +17.6% |
| 6M | +11.7% | -66.3% | +78.0% | +20.0% |
| YTD | +44.2% | -51.8% | +96.0% | +46.5% |
| 1Y | +18.6% | -44.7% | +63.3% | +16.4% |
| All | +34.4% | +17.6% | +16.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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