-9.8%
KGC vs LBRT
-25.2%
+15.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +2.7% |
| 7D | +11.1% | -11.9% | +23.1% | +10.9% |
| 30D | -3.7% | -31.9% | +28.2% | -3.5% |
| 3M | -17.2% | -34.9% | +17.6% | -16.9% |
| 6M | -27.3% | -60.7% | +33.4% | -26.1% |
| YTD | -18.5% | -29.2% | +10.7% | -20.5% |
| All | -9.8% | -25.2% | +15.4% | -13.6% |
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