-13.2%
LUV vs KEEL
+294.5%
-307.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.2% |
| 7D | -1.0% | +2.9% | -3.8% | -1.2% |
| 30D | -12.4% | +0.8% | -13.2% | -12.6% |
| 3M | -11.0% | -35.3% | +24.3% | -9.3% |
| 6M | -5.0% | +59.4% | -64.4% | -9.1% |
| YTD | -3.8% | +51.9% | -55.7% | -8.3% |
| 1Y | +25.9% | +75.0% | -49.1% | +17.0% |
| 3Y | +42.2% | +224.5% | -182.3% | +21.7% |
| 5Y | -10.8% | -35.9% | +25.1% | -22.1% |
| All | -13.2% | +294.5% | -307.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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