+111.9%
KMI vs LUV
+270.7%
-158.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.8% | +0.7% | -2.4% | -1.9% |
| 30D | +0.1% | -13.4% | +13.5% | +3.6% |
| 3M | +1.2% | -9.6% | +10.7% | +2.9% |
| 6M | -3.9% | -8.9% | +5.0% | -3.3% |
| YTD | +17.5% | -5.2% | +22.7% | +15.7% |
| 1Y | +22.6% | +27.0% | -4.4% | +10.7% |
| 3Y | +116.3% | +39.6% | +76.7% | +81.4% |
| 5Y | +157.6% | -14.4% | +172.0% | +144.0% |
| 10Y | +136.6% | +17.3% | +119.3% | +96.0% |
| All | +111.9% | +270.7% | -158.8% | +17.7% |
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