+463.0%
KGC vs LBRT
+114.2%
+348.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.4% |
| 7D | -1.3% | +8.3% | -9.5% | -2.0% |
| 30D | +20.3% | +6.1% | +14.1% | +19.4% |
| 3M | +8.1% | -34.8% | +42.8% | +11.9% |
| 6M | -8.8% | -24.8% | +16.1% | -7.2% |
| YTD | +10.1% | +12.2% | -2.2% | +7.0% |
| 1Y | +44.2% | +94.0% | -49.8% | +30.6% |
| 3Y | +533.0% | +31.3% | +501.8% | +483.1% |
| All | +463.0% | +114.2% | +348.8% | +385.4% |
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