+82.1%
KORU vs LBRT
-38.0%
+120.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.4% | +0.4% | +3.1% |
| 7D | -35.0% | -29.1% | -5.8% | -21.7% |
| 30D | -65.5% | -38.4% | -27.2% | -55.2% |
| 3M | -58.9% | -40.1% | -18.8% | -45.7% |
| 6M | -83.5% | -62.9% | -20.6% | -73.5% |
| YTD | -23.9% | -34.5% | +10.6% | -3.2% |
| 1Y | -12.4% | -30.2% | +17.8% | +8.5% |
| 3Y | +82.1% | -37.5% | +119.6% | +110.9% |
| All | +82.1% | -38.0% | +120.1% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling