+2,379.4%
LUV vs KIM
+3,080.3%
-700.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | -17.4% | -1.7% | -15.7% | -16.9% |
| 3M | -4.9% | -0.8% | -4.1% | -4.6% |
| 6M | -5.7% | +4.4% | -10.1% | -7.2% |
| YTD | -5.2% | +21.2% | -26.4% | -11.9% |
| 1Y | +24.1% | +10.5% | +13.6% | +19.4% |
| 3Y | +39.6% | +47.5% | -7.9% | +19.8% |
| 5Y | -12.5% | +37.1% | -49.6% | -22.8% |
| 10Y | +12.9% | +29.5% | -16.6% | -5.9% |
| All | +2,379.4% | +3,080.3% | -700.9% | +740.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling