-27.8%
AAL vs KIM
+107.2%
-135.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | -3.7% | +0.4% | -4.2% | -4.1% |
| 30D | -20.8% | -4.0% | -16.8% | -18.5% |
| 3M | -1.3% | +0.5% | -1.8% | -1.9% |
| 6M | +5.4% | +3.6% | +1.8% | +2.8% |
| YTD | -14.4% | +20.4% | -34.8% | -25.0% |
| 1Y | +2.1% | +9.7% | -7.6% | -4.7% |
| 3Y | -10.6% | +46.0% | -56.5% | -32.6% |
| 5Y | -32.2% | +34.4% | -66.7% | -45.5% |
| 10Y | -62.7% | +29.3% | -92.0% | -72.3% |
| All | -27.8% | +107.2% | -135.1% | -65.6% |
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