+44.2%
KGC vs LBRT
+100.7%
-56.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.2% |
| 7D | -1.3% | +8.3% | -9.5% | -0.9% |
| 30D | +20.3% | +6.1% | +14.1% | +20.6% |
| 3M | +8.1% | -34.8% | +42.8% | +6.7% |
| 6M | -8.8% | -24.8% | +16.1% | -8.5% |
| YTD | +10.1% | +12.2% | -2.2% | +14.1% |
| 1Y | +44.2% | +94.0% | -49.8% | +68.0% |
| All | +44.2% | +100.7% | -56.5% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling