+474.0%
KGC vs LBRT
-16.4%
+490.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.5% |
| 7D | +0.2% | -1.9% | +2.1% | +0.3% |
| 30D | -8.8% | -32.0% | +23.2% | -6.6% |
| 3M | -21.1% | -39.7% | +18.6% | -18.6% |
| 6M | -32.3% | -61.1% | +28.8% | -28.2% |
| YTD | -23.5% | -29.4% | +5.9% | -22.8% |
| 1Y | -15.0% | -24.5% | +9.5% | -14.7% |
| 3Y | +327.5% | -28.1% | +355.6% | +321.8% |
| 5Y | +244.3% | +23.9% | +220.4% | +222.2% |
| All | +474.0% | -16.4% | +490.4% | +358.8% |
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