+475.6%
KGC vs LBRT
-19.0%
+494.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.4% | -2.4% | -5.5% |
| 7D | +8.0% | -15.7% | +23.7% | +9.1% |
| 30D | -9.3% | -34.3% | +25.0% | -6.9% |
| 3M | -21.3% | -40.6% | +19.3% | -18.8% |
| 6M | -31.5% | -62.0% | +30.5% | -27.2% |
| YTD | -23.2% | -31.6% | +8.4% | -22.4% |
| 1Y | -15.0% | -25.8% | +10.8% | -14.7% |
| 3Y | +328.7% | -30.4% | +359.1% | +323.9% |
| 5Y | +262.9% | +18.7% | +244.2% | +240.5% |
| All | +475.6% | -19.0% | +494.7% | +361.1% |
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