-0.3%
AAL vs KDP
+17.7%
-18.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -0.3% | +2.1% | -2.4% | -0.8% |
| 30D | -19.0% | +8.5% | -27.5% | -20.6% |
| 3M | -5.1% | +6.6% | -11.7% | -6.5% |
| 6M | +15.5% | +17.1% | -1.6% | +11.9% |
| YTD | -15.8% | +19.0% | -34.8% | -18.0% |
| 1Y | -0.3% | +21.8% | -22.1% | -3.0% |
| All | -0.3% | +17.7% | -18.0% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling