-66.0%
AAL vs KMB
+15.9%
-81.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.3% | -1.2% |
| 7D | -0.3% | -2.7% | +2.4% | +0.4% |
| 30D | -19.0% | -5.0% | -14.0% | -17.9% |
| 3M | -5.1% | +6.6% | -11.6% | -6.5% |
| 6M | +15.5% | +1.0% | +14.5% | +15.2% |
| YTD | -15.8% | +6.0% | -21.7% | -17.1% |
| 1Y | -0.3% | -16.6% | +16.3% | +3.4% |
| 3Y | -7.7% | -8.6% | +1.0% | -7.5% |
| 5Y | -32.5% | -10.9% | -21.7% | -32.7% |
| 10Y | -66.0% | +16.8% | -82.8% | -68.4% |
| All | -66.0% | +15.9% | -81.8% | -68.4% |
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