+75.9%
LUNR vs KIM
+9.1%
+66.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +0.4% |
| 7D | -3.6% | -0.8% | -2.9% | -3.8% |
| 30D | +5.9% | -5.1% | +11.0% | +4.6% |
| 3M | -56.0% | -0.6% | -55.3% | -56.0% |
| 6M | -20.5% | +2.4% | -22.9% | -21.7% |
| YTD | -8.7% | +19.0% | -27.8% | -6.8% |
| 1Y | +75.9% | +8.4% | +67.5% | +89.4% |
| All | +75.9% | +9.1% | +66.8% | +89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling