-12.0%
LUV vs KIM
+35.1%
-47.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.8% |
| 7D | -0.1% | -1.5% | +1.4% | +0.8% |
| 30D | -14.6% | -1.7% | -12.9% | -13.7% |
| 3M | -5.7% | -7.1% | +1.4% | -1.3% |
| 6M | -8.4% | +2.9% | -11.3% | -10.2% |
| YTD | -5.1% | +18.8% | -24.0% | -15.2% |
| 1Y | +26.6% | +9.4% | +17.2% | +19.1% |
| 3Y | +39.7% | +44.6% | -4.9% | +8.1% |
| 5Y | -12.0% | +37.9% | -50.0% | -31.4% |
| All | -12.0% | +35.1% | -47.1% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling