-12.3%
LUV vs KEYS
+87.1%
-99.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.2% |
| 7D | -1.0% | +3.5% | -4.5% | -2.4% |
| 30D | -12.4% | -4.5% | -7.9% | -10.9% |
| 3M | -11.0% | -0.4% | -10.6% | -11.8% |
| 6M | -5.0% | +19.1% | -24.1% | -13.1% |
| YTD | -3.8% | +66.7% | -70.4% | -25.3% |
| 1Y | +25.9% | +96.5% | -70.5% | -9.9% |
| 3Y | +42.2% | +155.2% | -112.9% | -12.7% |
| All | -12.3% | +87.1% | -99.4% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling