+243.3%
KGC vs LCID
-95.4%
+338.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.3% |
| 7D | -1.3% | -6.6% | +5.3% | -1.0% |
| 30D | +20.3% | -30.1% | +50.4% | +21.9% |
| 3M | +8.1% | -17.6% | +25.7% | +8.0% |
| 6M | -8.8% | -54.4% | +45.7% | -6.8% |
| YTD | +10.1% | -55.7% | +65.8% | +12.4% |
| 1Y | +44.2% | -71.0% | +115.3% | +49.5% |
| 3Y | +533.0% | -92.6% | +625.7% | +574.8% |
| 5Y | +443.0% | -97.6% | +540.6% | +499.2% |
| All | +243.3% | -95.4% | +338.8% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling