+6.5%
LBRT vs KIM
+31.1%
-24.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.6% |
| 7D | -29.1% | +4.1% | -33.2% | -30.8% |
| 30D | -38.4% | +16.8% | -55.2% | -43.6% |
| 3M | -40.1% | +5.7% | -45.8% | -42.2% |
| 6M | -62.9% | +9.7% | -72.6% | -65.2% |
| YTD | -34.5% | +30.2% | -64.7% | -45.1% |
| 1Y | -30.2% | +32.1% | -62.3% | -42.0% |
| 3Y | -37.5% | +58.6% | -96.1% | -54.1% |
| All | +6.5% | +31.1% | -24.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 5y: compounded portfolio wealth divided by compounded KIM 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…
5y analysis · Full analysis span regression · 6 months rolling