+154.1%
KGC vs LCID
-96.5%
+250.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.7% | +2.3% |
| 7D | +11.1% | +20.0% | -8.9% | +10.2% |
| 30D | -3.7% | -5.0% | +1.3% | -3.7% |
| 3M | -17.2% | -48.9% | +31.6% | -15.2% |
| 6M | -27.3% | -43.2% | +15.9% | -26.4% |
| YTD | -18.5% | -65.9% | +47.4% | -16.1% |
| 1Y | -5.7% | -79.2% | +73.5% | -1.1% |
| 3Y | +336.5% | -90.4% | +426.9% | +361.0% |
| 5Y | +298.7% | -99.2% | +397.9% | +343.1% |
| All | +154.1% | -96.5% | +250.6% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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