-22.5%
AAL vs KIM
+125.5%
-147.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +10.1% | +2.8% | +7.3% | +8.1% |
| 30D | +10.6% | +15.9% | -5.3% | -0.3% |
| 3M | -5.9% | +7.8% | -13.7% | -10.8% |
| 6M | +5.7% | +11.9% | -6.2% | -2.4% |
| YTD | -8.0% | +31.0% | -39.0% | -24.1% |
| 1Y | +6.0% | +32.3% | -26.3% | -13.3% |
| 3Y | +19.6% | +65.5% | -45.9% | -17.2% |
| 5Y | -34.6% | +37.2% | -71.8% | -48.0% |
| 10Y | -65.5% | +63.9% | -129.4% | -78.2% |
| All | -22.5% | +125.5% | -147.9% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling