+477.2%
KGC vs LBRT
-26.4%
+503.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.7% | +14.5% | +1.7% |
| 7D | 0.0% | -34.8% | +34.8% | +2.7% |
| 30D | -9.3% | -43.6% | +34.3% | -5.9% |
| 3M | -15.9% | -41.2% | +25.4% | -13.1% |
| 6M | -24.9% | -66.1% | +41.2% | -19.5% |
| YTD | -23.0% | -37.9% | +14.8% | -21.7% |
| 1Y | -9.9% | -33.9% | +23.9% | -8.9% |
| 3Y | +301.2% | -40.9% | +342.1% | +301.7% |
| 5Y | +278.5% | +2.1% | +276.4% | +258.7% |
| All | +477.2% | -26.4% | +503.7% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling