+42.2%
LUV vs KNX
+34.6%
+7.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +2.1% |
| 7D | -1.0% | -5.6% | +4.6% | +1.7% |
| 30D | -12.4% | -4.4% | -7.9% | -10.7% |
| 3M | -11.0% | -17.3% | +6.3% | -3.2% |
| 6M | -5.0% | +22.6% | -27.6% | -15.5% |
| YTD | -3.8% | +31.1% | -34.9% | -17.4% |
| 1Y | +25.9% | +60.2% | -34.3% | -2.6% |
| 3Y | +42.2% | +35.8% | +6.5% | +13.7% |
| All | +42.2% | +34.6% | +7.7% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling