-90.9%
LCID vs KRMN
+35.5%
-126.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.3% |
| 7D | -10.2% | -10.9% | +0.7% | -7.1% |
| 30D | -10.2% | +34.9% | -45.1% | -20.5% |
| 3M | -54.1% | -32.8% | -21.3% | -49.3% |
| 6M | -53.8% | -39.6% | -14.2% | -48.3% |
| YTD | -72.0% | -44.4% | -27.6% | -68.3% |
| 1Y | -80.5% | -32.2% | -48.3% | -79.2% |
| All | -90.9% | +35.5% | -126.5% | -91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling