+31.4%
LBRT vs KIM
+34.6%
-3.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +9.2% | +0.1% | +9.1% | +9.2% |
| 30D | -27.5% | +14.1% | -41.6% | -32.9% |
| 3M | -37.9% | +6.0% | -43.9% | -40.1% |
| 6M | -60.7% | +13.2% | -73.9% | -63.8% |
| YTD | -28.5% | +30.4% | -58.9% | -40.1% |
| 1Y | -13.2% | +31.0% | -44.2% | -27.6% |
| 3Y | -28.8% | +67.6% | -96.4% | -49.6% |
| All | +31.4% | +34.6% | -3.1% | +6.0% |
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