+113.9%
KEY vs LBRT
-38.0%
+151.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -1.5% |
| 7D | -1.3% | -29.1% | +27.9% | +4.3% |
| 30D | +5.1% | -38.4% | +43.5% | +13.8% |
| 3M | -7.1% | -40.1% | +32.9% | +0.7% |
| 6M | -4.4% | -62.9% | +58.5% | +12.9% |
| YTD | +4.0% | -34.5% | +38.5% | +5.3% |
| 1Y | +23.4% | -30.2% | +53.6% | +22.4% |
| 3Y | +113.9% | -37.5% | +151.4% | +113.3% |
| All | +113.9% | -38.0% | +151.9% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling