+29.6%
LUV vs KGC
+43.6%
-14.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.6% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | -18.4% | +20.3% | -38.7% | -21.0% |
| 3M | -3.2% | +8.1% | -11.3% | -5.1% |
| 6M | -14.8% | -8.8% | -6.1% | -15.1% |
| YTD | -2.9% | +10.1% | -12.9% | -7.1% |
| 1Y | +29.6% | +44.2% | -14.6% | +17.3% |
| All | +29.6% | +43.6% | -14.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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