-79.4%
LCID vs KIM
+33.1%
-112.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +3.6% | +8.0% | +11.1% |
| 7D | -1.2% | +10.6% | -11.8% | -1.7% |
| 30D | -19.2% | +17.5% | -36.7% | -19.9% |
| 3M | -56.7% | +4.7% | -61.4% | -57.1% |
| 6M | -49.6% | +13.1% | -62.8% | -50.6% |
| YTD | -68.1% | +32.1% | -100.2% | -71.7% |
| 1Y | -79.4% | +32.7% | -112.1% | -81.9% |
| All | -79.4% | +33.1% | -112.5% | -81.9% |
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