+59.2%
LUV vs KGC
-5.3%
+64.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.5% | -0.6% | +5.4% |
| 7D | +6.8% | -6.8% | +13.6% | +7.9% |
| 30D | +10.9% | -9.2% | +20.1% | +12.5% |
| 3M | -4.2% | -9.1% | +4.9% | -4.1% |
| 6M | +22.1% | -25.7% | +47.8% | +26.5% |
| YTD | +13.8% | -23.6% | +37.5% | +10.7% |
| 1Y | +59.2% | -4.3% | +63.5% | +39.2% |
| All | +59.2% | -5.3% | +64.6% | +39.2% |
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