+455.0%
KGC vs LBRT
-15.3%
+470.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.2% |
| 7D | -6.7% | +9.2% | -15.9% | -7.2% |
| 30D | -6.7% | -27.5% | +20.9% | -4.8% |
| 3M | -22.6% | -37.9% | +15.3% | -20.3% |
| 6M | -33.4% | -60.7% | +27.3% | -29.4% |
| YTD | -26.0% | -28.5% | +2.5% | -25.4% |
| 1Y | -18.3% | -13.2% | -5.1% | -18.9% |
| 3Y | +315.8% | -28.8% | +344.6% | +310.7% |
| 5Y | +225.7% | +28.0% | +197.8% | +204.2% |
| All | +455.0% | -15.3% | +470.4% | +343.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling