+48.7%
LUNR vs KIM
+23.7%
+25.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | -15.3% | -3.0% | -12.4% | -14.7% |
| 3M | -53.2% | -8.9% | -44.3% | -52.2% |
| 6M | -22.2% | +2.4% | -24.6% | -23.2% |
| YTD | -11.6% | +18.3% | -29.9% | -16.5% |
| 1Y | +68.4% | +8.2% | +60.2% | +63.5% |
| 3Y | +216.8% | +44.0% | +172.7% | +201.6% |
| All | +48.7% | +23.7% | +25.0% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling