-35.2%
AAL vs KDP
+16.7%
-51.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.6% | -1.9% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | +11.7% | +9.7% | +2.0% | +8.5% |
| 3M | -12.5% | +17.6% | -30.2% | -17.1% |
| 6M | +3.6% | +25.8% | -22.2% | -3.9% |
| YTD | -14.1% | +33.9% | -48.0% | -22.1% |
| 1Y | +0.8% | +38.9% | -38.1% | -9.7% |
| 3Y | +11.8% | +26.8% | -15.0% | -0.4% |
| All | -35.2% | +16.7% | -51.9% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling