+45.7%
KEY vs LBRT
-22.5%
+68.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -2.0% |
| 7D | -1.3% | -29.1% | +27.9% | +7.6% |
| 30D | +5.1% | -38.4% | +43.5% | +18.6% |
| 3M | -7.1% | -40.1% | +32.9% | +5.0% |
| 6M | -4.4% | -62.9% | +58.5% | +21.4% |
| YTD | +4.0% | -34.5% | +38.5% | +9.3% |
| 1Y | +23.4% | -30.2% | +53.6% | +26.5% |
| 3Y | +113.9% | -37.5% | +151.4% | +111.6% |
| 5Y | +12.3% | +7.6% | +4.7% | -12.1% |
| All | +45.7% | -22.5% | +68.2% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling