+73.0%
KNX vs LBRT
+33.5%
+39.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.6% |
| 7D | +7.4% | +8.7% | -1.4% | +6.4% |
| 30D | +2.0% | +6.6% | -4.6% | +1.2% |
| 3M | -7.9% | -34.5% | +26.6% | -4.1% |
| 6M | +14.4% | -24.5% | +38.9% | +16.6% |
| YTD | +38.9% | +12.7% | +26.2% | +35.0% |
| 1Y | +65.9% | +94.8% | -29.0% | +49.9% |
| 3Y | +35.8% | +31.9% | +4.0% | +26.0% |
| 5Y | +43.3% | +111.8% | -68.5% | +24.0% |
| All | +73.0% | +33.5% | +39.6% | +50.5% |
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 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