+29.6%
LUV vs KNX
+67.7%
-38.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +0.9% |
| 7D | +0.4% | +7.1% | -6.6% | -2.4% |
| 30D | -18.4% | +1.7% | -20.1% | -19.1% |
| 3M | -3.2% | -8.1% | +4.9% | -0.2% |
| 6M | -14.8% | +14.0% | -28.9% | -20.6% |
| YTD | -2.9% | +38.5% | -41.4% | -16.6% |
| 1Y | +29.6% | +65.4% | -35.8% | +5.2% |
| All | +29.6% | +67.7% | -38.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling