+376.5%
KKR vs LBRT
-15.3%
+391.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +1.6% | +9.2% | -7.6% | -0.1% |
| 30D | +14.5% | -27.5% | +42.1% | +20.3% |
| 3M | -15.0% | -37.9% | +22.9% | -8.4% |
| 6M | +1.0% | -60.7% | +61.7% | +17.4% |
| YTD | -22.6% | -28.5% | +5.9% | -21.4% |
| 1Y | -18.2% | -13.2% | -5.0% | -20.2% |
| 3Y | +56.4% | -28.8% | +85.2% | +52.4% |
| 5Y | +29.6% | +28.0% | +1.6% | +9.7% |
| All | +376.5% | -15.3% | +391.8% | +236.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling