-22.0%
KORU vs LBRT
+38.7%
-60.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.4% | +0.1% |
| 7D | +24.3% | +6.9% | +17.4% | +21.3% |
| 30D | +37.3% | +7.8% | +29.5% | +33.5% |
| 3M | -32.8% | -25.3% | -7.5% | -25.5% |
| 6M | +36.9% | -19.6% | +56.5% | +47.5% |
| YTD | +162.6% | +17.2% | +145.5% | +145.9% |
| 1Y | +467.0% | +114.1% | +352.9% | +319.9% |
| 3Y | +522.4% | +27.0% | +495.3% | +425.1% |
| 5Y | +57.9% | +128.3% | -70.4% | +0.7% |
| All | -22.0% | +38.7% | -60.7% | -57.0% |
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