+555.2%
KGC vs LBRT
+26.0%
+529.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.3% |
| 7D | -1.3% | +8.7% | -10.0% | -1.4% |
| 30D | +20.3% | +6.6% | +13.7% | +20.0% |
| 3M | +8.1% | -34.5% | +42.6% | +9.3% |
| 6M | -8.8% | -24.5% | +15.7% | -8.1% |
| YTD | +10.1% | +12.7% | -2.7% | +9.2% |
| 1Y | +44.2% | +94.8% | -50.6% | +40.0% |
| All | +555.2% | +26.0% | +529.2% | +529.5% |
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