+17.5%
LUV vs KIM
+32.5%
-15.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.6% |
| 7D | -1.0% | -1.7% | +0.8% | -0.1% |
| 30D | -12.4% | -3.0% | -9.4% | -11.0% |
| 3M | -11.0% | -8.9% | -2.1% | -6.9% |
| 6M | -5.0% | +2.4% | -7.4% | -6.2% |
| YTD | -3.8% | +18.3% | -22.1% | -11.7% |
| 1Y | +25.9% | +8.2% | +17.7% | +20.8% |
| 3Y | +42.2% | +44.0% | -1.8% | +17.1% |
| 5Y | -10.8% | +37.3% | -48.1% | -25.1% |
| All | +17.5% | +32.5% | -15.1% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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