+286.2%
KGC vs LBRT
+6.0%
+280.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.4% | -2.4% | +2.6% |
| 7D | +10.5% | -29.1% | +39.6% | +13.3% |
| 30D | -4.1% | -38.4% | +34.3% | -0.4% |
| 3M | -13.1% | -40.1% | +27.0% | -9.8% |
| 6M | -27.5% | -62.9% | +35.3% | -21.6% |
| YTD | -20.7% | -34.5% | +13.8% | -19.7% |
| 1Y | -6.1% | -30.2% | +24.1% | -5.7% |
| 3Y | +318.6% | -37.5% | +356.1% | +318.0% |
| All | +286.2% | +6.0% | +280.2% | +251.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling