+129.5%
KMI vs LUV
+20.2%
+109.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -1.7% | -1.0% | -0.8% | -1.5% |
| 30D | -2.7% | -12.4% | +9.6% | +0.4% |
| 3M | -0.7% | -11.0% | +10.3% | +1.7% |
| 6M | -5.0% | -5.0% | 0.0% | -5.4% |
| YTD | +15.5% | -3.8% | +19.2% | +13.1% |
| 1Y | +16.4% | +25.9% | -9.5% | +4.8% |
| 3Y | +114.2% | +42.2% | +71.9% | +76.2% |
| 5Y | +153.3% | -10.8% | +164.0% | +137.0% |
| All | +129.5% | +20.2% | +109.3% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling