+17.5%
LUV vs KMX
+11.6%
+5.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.0% |
| 7D | -1.0% | -3.1% | +2.2% | +0.2% |
| 30D | -12.4% | +4.4% | -16.8% | -13.8% |
| 3M | -11.0% | +18.9% | -29.9% | -17.1% |
| 6M | -5.0% | +44.3% | -49.3% | -18.5% |
| YTD | -3.8% | +58.7% | -62.5% | -21.1% |
| 1Y | +25.9% | +0.1% | +25.8% | +19.7% |
| 3Y | +42.2% | -24.4% | +66.7% | +46.0% |
| 5Y | -10.8% | -54.4% | +43.7% | +5.9% |
| All | +17.5% | +11.6% | +5.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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