-65.4%
AAL vs KDP
+235.7%
-301.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.3% |
| 7D | +8.3% | +0.3% | +7.9% | +8.2% |
| 30D | +11.0% | +16.3% | -5.3% | +7.8% |
| 3M | -11.2% | +24.0% | -35.2% | -14.9% |
| 6M | +6.1% | +30.0% | -23.9% | +0.8% |
| YTD | -7.6% | +36.1% | -43.7% | -13.0% |
| 1Y | +3.7% | +46.8% | -43.1% | -3.6% |
| 3Y | +20.5% | +30.5% | -10.0% | +13.4% |
| 5Y | -36.4% | +17.9% | -54.3% | -38.9% |
| 10Y | -65.4% | +239.3% | -304.7% | -69.2% |
| All | -65.4% | +235.7% | -301.2% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling