-1.1%
AAL vs KIM
+29.4%
-30.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.1% |
| 7D | +2.9% | -0.7% | +3.6% | +3.5% |
| 30D | +6.5% | +13.4% | -6.9% | -2.5% |
| 3M | -10.9% | +6.5% | -17.4% | -14.8% |
| 6M | +4.9% | +10.6% | -5.7% | -3.2% |
| YTD | -13.2% | +29.9% | -43.1% | -22.7% |
| 1Y | -1.1% | +29.6% | -30.7% | -11.9% |
| All | -1.1% | +29.4% | -30.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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