+941.7%
LUV vs KMX
+448.1%
+493.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.7% | -1.9% | +2.5% | +1.1% |
| 30D | -13.4% | +2.6% | -16.0% | -14.0% |
| 3M | -9.6% | +25.6% | -35.2% | -14.4% |
| 6M | -8.9% | +41.9% | -50.8% | -16.6% |
| YTD | -5.2% | +56.0% | -61.2% | -15.3% |
| 1Y | +27.0% | -1.8% | +28.8% | +23.7% |
| 3Y | +39.6% | -25.7% | +65.4% | +42.7% |
| 5Y | -14.4% | -54.7% | +40.3% | -5.7% |
| 10Y | +17.3% | +9.2% | +8.1% | +6.7% |
| All | +941.7% | +448.1% | +493.6% | +529.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling