+89.7%
AAL vs KDP
+1,132.0%
-1,042.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | -3.7% | +1.3% | -5.0% | -4.3% |
| 30D | -20.8% | +6.0% | -26.8% | -22.9% |
| 3M | -1.3% | +9.2% | -10.5% | -5.3% |
| 6M | +5.4% | +14.7% | -9.3% | -1.2% |
| YTD | -14.4% | +19.2% | -33.5% | -21.3% |
| 1Y | +2.1% | +15.2% | -13.1% | -5.5% |
| 3Y | -10.6% | +6.0% | -16.5% | -16.0% |
| 5Y | -32.2% | +5.4% | -37.6% | -36.8% |
| 10Y | -62.7% | +171.9% | -234.6% | -81.7% |
| All | +89.7% | +1,132.0% | -1,042.2% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling