+55.0%
KEY vs LBRT
+33.5%
+21.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | 0.0% |
| 7D | +2.2% | +8.3% | -6.1% | -0.1% |
| 30D | -3.0% | +6.1% | -9.2% | -4.9% |
| 3M | +3.3% | -34.8% | +38.1% | +14.3% |
| 6M | +9.2% | -24.8% | +34.0% | +14.5% |
| YTD | +10.6% | +12.2% | -1.6% | +1.8% |
| 1Y | +20.4% | +94.0% | -73.6% | -8.9% |
| 3Y | +121.8% | +31.3% | +90.6% | +79.5% |
| 5Y | +41.1% | +111.8% | -70.7% | -8.3% |
| All | +55.0% | +33.5% | +21.5% | -22.6% |
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