+1,862.7%
KMB vs LUV
+5,100.5%
-3,237.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | +0.9% | +1.1% | -0.2% | +0.8% |
| 30D | +10.1% | +14.2% | -4.2% | +8.3% |
| 3M | 0.0% | +0.6% | -0.6% | -0.1% |
| 6M | +15.7% | +15.1% | +0.6% | +13.5% |
| YTD | +12.6% | +10.2% | +2.5% | +10.4% |
| 1Y | +10.1% | +38.4% | -28.3% | +4.9% |
| 3Y | +2.1% | +107.5% | -105.3% | -9.4% |
| 5Y | -0.7% | +1.1% | -1.8% | -4.9% |
| 10Y | +38.5% | +16.0% | +22.5% | +24.8% |
| All | +1,862.7% | +5,100.5% | -3,237.8% | +731.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling