-71.0%
LCID vs KIM
+9.1%
-80.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.7% |
| 7D | -6.6% | -0.8% | -5.8% | -6.6% |
| 30D | -30.1% | -5.1% | -25.0% | -30.0% |
| 3M | -17.6% | -0.6% | -17.0% | -17.8% |
| 6M | -54.4% | +2.4% | -56.8% | -55.1% |
| YTD | -55.7% | +19.0% | -74.7% | -59.3% |
| 1Y | -71.0% | +8.4% | -79.5% | -72.6% |
| All | -71.0% | +9.1% | -80.2% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling