-12.9%
KMB vs LUV
-12.1%
-0.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -8.6% | +0.7% | -9.3% | -8.6% |
| 30D | -7.5% | -13.4% | +5.9% | -6.7% |
| 3M | -0.6% | -9.6% | +9.0% | 0.0% |
| 6M | -1.5% | -8.9% | +7.4% | -1.2% |
| YTD | +1.6% | -5.2% | +6.8% | +1.6% |
| 1Y | -20.8% | +27.0% | -47.8% | -22.0% |
| 3Y | -12.4% | +39.6% | -52.0% | -15.2% |
| 5Y | -12.9% | -14.4% | +1.5% | -14.0% |
| All | -12.9% | -12.1% | -0.9% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 5y: compounded portfolio wealth divided by compounded LUV 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…
5y analysis · Full analysis span regression · 6 months rolling