+4,437.6%
LUV vs KGC
+357.0%
+4,080.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.3% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | -18.4% | +20.3% | -38.7% | -18.6% |
| 3M | -3.2% | +8.1% | -11.3% | -3.4% |
| 6M | -14.8% | -8.8% | -6.1% | -14.8% |
| YTD | -2.9% | +10.1% | -12.9% | -3.1% |
| 1Y | +29.6% | +44.2% | -14.6% | +29.0% |
| 3Y | +35.2% | +533.0% | -497.8% | +32.9% |
| 5Y | -11.7% | +443.0% | -454.7% | -13.3% |
| 10Y | +21.6% | +678.6% | -657.0% | +19.3% |
| All | +4,437.6% | +357.0% | +4,080.6% | +4,207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling