-95.3%
LCID vs KIM
+140.3%
-235.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -6.6% | +0.4% | -7.0% | -6.8% |
| 30D | -30.1% | -4.0% | -26.2% | -28.8% |
| 3M | -17.6% | +0.5% | -18.2% | -18.3% |
| 6M | -54.4% | +3.6% | -58.0% | -55.7% |
| YTD | -55.7% | +20.4% | -76.2% | -60.4% |
| 1Y | -71.0% | +9.7% | -80.7% | -72.8% |
| 3Y | -92.6% | +46.0% | -138.6% | -93.9% |
| 5Y | -97.6% | +34.4% | -132.1% | -97.9% |
| All | -95.3% | +140.3% | -235.6% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling