+157.2%
KORU vs LCID
-95.9%
+253.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.1% | -10.4% | -12.1% |
| 7D | +2.3% | -9.1% | +11.5% | +4.5% |
| 30D | +20.0% | -37.6% | +57.6% | +33.5% |
| 3M | -32.7% | -11.1% | -21.7% | -33.9% |
| 6M | +13.3% | -59.2% | +72.5% | +34.6% |
| YTD | +133.2% | -60.5% | +193.7% | +178.8% |
| 1Y | +357.3% | -78.5% | +435.8% | +508.4% |
| 3Y | +452.7% | -92.8% | +545.5% | +728.8% |
| 5Y | +47.2% | -97.9% | +145.1% | +165.3% |
| All | +157.2% | -95.9% | +253.1% | +422.8% |
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