+17.5%
LUV vs KGC
+698.0%
-680.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | -1.0% | -5.6% | +4.7% | -0.5% |
| 30D | -12.4% | +6.1% | -18.5% | -12.8% |
| 3M | -11.0% | +17.3% | -28.3% | -12.3% |
| 6M | -5.0% | -10.3% | +5.3% | -4.7% |
| YTD | -3.8% | +3.9% | -7.6% | -4.7% |
| 1Y | +25.9% | +25.7% | +0.2% | +23.0% |
| 3Y | +42.2% | +526.0% | -483.7% | +25.7% |
| 5Y | -10.8% | +455.5% | -466.2% | -21.5% |
| All | +17.5% | +698.0% | -680.6% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling