+318.6%
KGC vs LBRT
-38.0%
+356.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.4% | -2.4% | +3.0% |
| 7D | +10.5% | -29.1% | +39.6% | +10.8% |
| 30D | -4.1% | -38.4% | +34.3% | -3.6% |
| 3M | -13.1% | -40.1% | +27.0% | -12.6% |
| 6M | -27.5% | -62.9% | +35.3% | -26.5% |
| YTD | -20.7% | -34.5% | +13.8% | -20.5% |
| 1Y | -6.1% | -30.2% | +24.1% | -6.0% |
| 3Y | +318.6% | -37.5% | +356.1% | +326.8% |
| All | +318.6% | -38.0% | +356.6% | +326.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling