+628.4%
KEYS vs LBRT
+33.5%
+595.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +2.3% | +8.7% | -6.5% | +1.0% |
| 30D | -2.6% | +6.6% | -9.2% | -3.5% |
| 3M | -4.6% | -34.5% | +29.8% | +0.6% |
| 6M | +8.7% | -24.5% | +33.2% | +12.0% |
| YTD | +61.0% | +12.7% | +48.3% | +56.9% |
| 1Y | +96.0% | +94.8% | +1.1% | +75.9% |
| 3Y | +144.4% | +31.9% | +112.5% | +125.8% |
| 5Y | +80.5% | +111.8% | -31.3% | +53.0% |
| All | +628.4% | +33.5% | +595.0% | +448.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling