+522.4%
KORU vs LCID
-92.3%
+614.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.9% |
| 7D | +24.3% | +1.8% | +22.5% | +23.8% |
| 30D | +37.3% | -34.2% | +71.6% | +53.9% |
| 3M | -32.8% | -9.1% | -23.7% | -34.7% |
| 6M | +36.9% | -52.6% | +89.5% | +62.4% |
| YTD | +162.6% | -56.2% | +218.8% | +216.3% |
| 1Y | +467.0% | -74.9% | +541.9% | +653.9% |
| 3Y | +522.4% | -92.1% | +614.4% | +820.7% |
| All | +522.4% | -92.3% | +614.6% | +820.7% |
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