-90.4%
LCID vs KIM
+62.3%
-152.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +8.7% |
| 7D | +20.0% | +2.8% | +17.2% | +18.0% |
| 30D | -5.0% | +16.3% | -21.3% | -14.5% |
| 3M | -48.9% | +6.6% | -55.5% | -51.1% |
| 6M | -43.2% | +12.3% | -55.5% | -48.4% |
| YTD | -65.9% | +31.6% | -97.5% | -73.2% |
| 1Y | -79.2% | +31.5% | -110.7% | -83.6% |
| 3Y | -90.4% | +68.0% | -158.4% | -93.2% |
| All | -90.4% | +62.3% | -152.7% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling