-7.7%
AAL vs KIM
+47.7%
-55.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -19.0% | -1.7% | -17.3% | -18.0% |
| 3M | -5.1% | -0.8% | -4.3% | -4.8% |
| 6M | +15.5% | +4.4% | +11.1% | +11.8% |
| YTD | -15.8% | +21.2% | -37.0% | -26.7% |
| 1Y | -0.3% | +10.5% | -10.9% | -7.4% |
| 3Y | -7.7% | +47.5% | -55.1% | -27.9% |
| All | -7.7% | +47.7% | -55.4% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling