+984.9%
LUV vs KNX
+4,983.8%
-3,998.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.9% |
| 7D | -1.0% | -5.6% | +4.6% | +0.7% |
| 30D | -12.4% | -4.4% | -7.9% | -11.3% |
| 3M | -11.0% | -17.3% | +6.3% | -6.3% |
| 6M | -5.0% | +22.6% | -27.6% | -11.1% |
| YTD | -3.8% | +31.1% | -34.9% | -11.7% |
| 1Y | +25.9% | +60.2% | -34.3% | +8.8% |
| 3Y | +42.2% | +35.8% | +6.5% | +27.6% |
| 5Y | -10.8% | +38.9% | -49.7% | -21.4% |
| 10Y | +19.0% | +166.5% | -147.5% | -16.2% |
| All | +984.9% | +4,983.8% | -3,998.8% | +336.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling