-92.6%
LCID vs KIM
+65.6%
-158.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.5% |
| 7D | -10.2% | +0.1% | -10.3% | -10.2% |
| 30D | -10.2% | +14.1% | -24.3% | -18.1% |
| 3M | -54.1% | +6.0% | -60.1% | -55.9% |
| 6M | -53.8% | +13.2% | -67.0% | -58.3% |
| YTD | -72.0% | +30.4% | -102.4% | -77.9% |
| 1Y | -80.5% | +31.0% | -111.6% | -84.7% |
| 3Y | -92.6% | +67.6% | -160.2% | -95.0% |
| All | -92.6% | +65.6% | -158.1% | -95.0% |
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