-22.5%
KWEB vs LUV
+20.2%
-42.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.3% |
| 7D | -5.6% | -1.0% | -4.6% | -5.3% |
| 30D | -10.7% | -12.4% | +1.7% | -7.6% |
| 3M | -7.4% | -11.0% | +3.6% | -5.0% |
| 6M | -19.3% | -5.0% | -14.3% | -19.1% |
| YTD | -27.8% | -3.8% | -24.0% | -28.6% |
| 1Y | -35.9% | +25.9% | -61.9% | -41.6% |
| 3Y | -1.9% | +42.2% | -44.2% | -17.1% |
| 5Y | -43.2% | -10.8% | -32.4% | -46.0% |
| All | -22.5% | +20.2% | -42.8% | -31.4% |
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