+222.7%
LUNR vs KIM
+43.4%
+179.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.3% |
| 7D | -0.5% | -1.5% | +0.9% | +0.6% |
| 30D | -11.3% | -1.7% | -9.6% | -10.2% |
| 3M | -44.9% | -7.1% | -37.8% | -42.3% |
| 6M | -17.3% | +2.9% | -20.2% | -20.9% |
| YTD | -9.9% | +18.8% | -28.8% | -24.8% |
| 1Y | +76.1% | +9.4% | +66.7% | +58.4% |
| All | +222.7% | +43.4% | +179.3% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling