-80.4%
LYFT vs KIM
+77.3%
-157.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | -8.4% | -1.7% | -6.6% | -7.2% |
| 30D | -7.6% | -3.0% | -4.6% | -5.6% |
| 3M | +11.7% | -8.9% | +20.6% | +18.9% |
| 6M | +15.1% | +2.4% | +12.7% | +12.0% |
| YTD | -20.9% | +18.3% | -39.2% | -31.0% |
| 1Y | -16.4% | +8.2% | -24.6% | -22.6% |
| 3Y | +35.2% | +44.0% | -8.8% | +0.5% |
| 5Y | -69.4% | +37.3% | -106.7% | -76.5% |
| All | -80.4% | +77.3% | -157.8% | -89.3% |
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