-87.1%
LCID vs KRMN
+17.6%
-104.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.1% |
| 7D | -9.8% | -11.8% | +1.9% | -6.0% |
| 30D | -35.5% | -43.0% | +7.5% | -22.3% |
| 3M | -18.4% | -28.8% | +10.5% | -10.9% |
| 6M | -60.5% | -66.3% | +5.9% | -44.4% |
| YTD | -60.1% | -51.8% | -8.3% | -51.1% |
| 1Y | -78.8% | -44.7% | -34.1% | -75.5% |
| All | -87.1% | +17.6% | -104.7% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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