+40.9%
KNX vs LBRT
-25.0%
+66.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.2% | +10.5% | -0.2% |
| 7D | +2.5% | -25.3% | +27.8% | +3.7% |
| 30D | -4.4% | -32.9% | +28.5% | -2.7% |
| 3M | -12.7% | -33.3% | +20.6% | -11.2% |
| 6M | +0.9% | -61.0% | +61.9% | +5.4% |
| YTD | +20.3% | -28.0% | +48.3% | +17.3% |
| 1Y | +40.9% | -21.5% | +62.4% | +35.5% |
| All | +40.9% | -25.0% | +66.0% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling