+25.9%
LUV vs KEYS
+97.6%
-71.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.4% |
| 7D | -1.0% | +3.5% | -4.5% | -1.9% |
| 30D | -12.4% | -4.5% | -7.9% | -11.4% |
| 3M | -11.0% | -0.4% | -10.6% | -11.6% |
| 6M | -5.0% | +19.1% | -24.1% | -10.4% |
| YTD | -3.8% | +66.7% | -70.4% | -17.1% |
| 1Y | +25.9% | +96.5% | -70.5% | +2.6% |
| All | +25.9% | +97.6% | -71.7% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling