-65.4%
AAL vs KMB
+41.7%
-107.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.2% | +4.2% | +6.5% |
| 7D | +8.3% | +3.4% | +4.9% | +7.3% |
| 30D | +11.0% | +14.7% | -3.7% | +7.0% |
| 3M | -11.2% | +3.3% | -14.4% | -12.0% |
| 6M | +6.1% | +16.8% | -10.7% | +1.9% |
| YTD | -7.6% | +15.2% | -22.9% | -11.1% |
| 1Y | +3.7% | +13.3% | -9.6% | +0.2% |
| 3Y | +20.5% | +5.4% | +15.1% | +16.1% |
| 5Y | -36.4% | +2.7% | -39.1% | -38.9% |
| 10Y | -65.4% | +38.7% | -104.1% | -69.5% |
| All | -65.4% | +41.7% | -107.2% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling