-8.4%
LUV vs KRMN
-67.6%
+59.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | -0.1% | -15.1% | +15.0% | +2.5% |
| 30D | -14.6% | -44.5% | +29.9% | -6.1% |
| 3M | -5.7% | -25.0% | +19.3% | -2.8% |
| 6M | -8.4% | -66.5% | +58.1% | +16.3% |
| All | -8.4% | -67.6% | +59.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 6mo: compounded portfolio wealth divided by compounded KRMN 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…
6mo analysis · Full analysis span regression · 6 months rolling