+46.5%
KEY vs LBRT
-26.4%
+72.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.7% | +11.0% | +1.1% |
| 7D | -2.5% | -34.8% | +32.3% | +8.8% |
| 30D | +4.1% | -43.6% | +47.7% | +20.4% |
| 3M | -8.4% | -41.2% | +32.9% | +4.1% |
| 6M | -2.3% | -66.1% | +63.8% | +27.3% |
| YTD | +4.6% | -37.9% | +42.4% | +11.5% |
| 1Y | +24.6% | -33.9% | +58.4% | +29.7% |
| 3Y | +112.8% | -40.9% | +153.6% | +113.9% |
| 5Y | +12.9% | +2.1% | +10.8% | -10.3% |
| All | +46.5% | -26.4% | +72.9% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling