+4,437.6%
LUV vs KEY
+1,050.5%
+3,387.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.4% | +2.2% | -1.8% | -0.3% |
| 30D | -18.4% | -3.0% | -15.4% | -17.6% |
| 3M | -3.2% | +3.3% | -6.6% | -4.1% |
| 6M | -14.8% | +9.2% | -24.0% | -17.0% |
| YTD | -2.9% | +10.6% | -13.5% | -5.6% |
| 1Y | +29.6% | +20.4% | +9.2% | +22.5% |
| 3Y | +35.2% | +121.8% | -86.6% | +4.1% |
| 5Y | -11.7% | +41.1% | -52.8% | -24.6% |
| 10Y | +21.6% | +168.5% | -147.0% | -17.4% |
| All | +4,437.6% | +1,050.5% | +3,387.1% | +1,425.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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