-73.4%
KORU vs LBRT
-16.2%
-57.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +24.3% | +13.8% | +10.5% | +18.6% |
| 30D | -44.8% | -32.4% | -12.4% | -33.4% |
| 3M | -60.0% | -39.9% | -20.1% | -49.3% |
| 6M | -78.7% | -60.8% | -17.8% | -67.8% |
| YTD | -10.6% | -29.3% | +18.7% | +6.1% |
| 1Y | -3.8% | -18.9% | +15.1% | +8.4% |
| 3Y | +142.0% | -28.0% | +169.9% | +165.0% |
| 5Y | -33.1% | +26.6% | -59.7% | -43.7% |
| All | -73.4% | -16.2% | -57.2% | -81.5% |
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 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