+318.6%
KGC vs LCID
-93.0%
+411.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.4% | -7.4% | +2.4% |
| 7D | +10.5% | +8.9% | +1.5% | +9.9% |
| 30D | -4.1% | -15.4% | +11.4% | -3.4% |
| 3M | -13.1% | -52.9% | +39.8% | -10.3% |
| 6M | -27.5% | -46.8% | +19.3% | -26.4% |
| YTD | -20.7% | -68.9% | +48.2% | -17.5% |
| 1Y | -6.1% | -81.7% | +75.6% | +0.1% |
| 3Y | +318.6% | -92.4% | +411.0% | +371.5% |
| All | +318.6% | -93.0% | +411.6% | +371.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling