-95.8%
LCID vs KIM
+137.2%
-232.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | -9.1% | -1.5% | -7.6% | -8.4% |
| 30D | -37.6% | -1.7% | -35.9% | -37.1% |
| 3M | -11.1% | -7.1% | -3.9% | -7.9% |
| 6M | -59.2% | +2.9% | -62.0% | -60.2% |
| YTD | -60.5% | +18.8% | -79.3% | -64.4% |
| 1Y | -78.5% | +9.4% | -87.9% | -79.8% |
| 3Y | -92.8% | +44.6% | -137.4% | -94.1% |
| 5Y | -97.9% | +37.9% | -135.8% | -98.1% |
| All | -95.8% | +137.2% | -232.9% | -96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling