+164.2%
KMI vs LBRT
+33.5%
+130.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -0.5% | +8.7% | -9.2% | -2.2% |
| 30D | +0.9% | +6.6% | -5.7% | -0.6% |
| 3M | 0.0% | -34.5% | +34.4% | +7.5% |
| 6M | -5.7% | -24.5% | +18.8% | -2.3% |
| YTD | +17.5% | +12.7% | +4.8% | +10.8% |
| 1Y | +22.3% | +94.8% | -72.6% | +0.2% |
| 3Y | +111.9% | +31.9% | +80.1% | +81.0% |
| 5Y | +151.8% | +111.8% | +40.0% | +84.7% |
| All | +164.2% | +33.5% | +130.8% | +61.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling