+62.5%
LUNR vs KIM
+26.7%
+35.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.7% | +5.2% | +5.7% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | -4.4% | -1.7% | -2.7% | -4.0% |
| 3M | -47.3% | -0.8% | -46.4% | -47.4% |
| 6M | -11.1% | +4.4% | -15.5% | -12.6% |
| YTD | -3.4% | +21.2% | -24.6% | -9.3% |
| 1Y | +85.8% | +10.5% | +75.2% | +79.3% |
| 3Y | +264.7% | +47.5% | +217.2% | +245.0% |
| All | +62.5% | +26.7% | +35.7% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling