-40.8%
AAL vs KMB
-0.3%
-40.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.8% | +2.5% |
| 7D | +4.6% | +0.5% | +4.1% | +4.4% |
| 30D | +2.6% | +12.4% | -9.8% | -0.7% |
| 3M | -17.8% | +1.0% | -18.8% | -18.1% |
| 6M | +1.9% | +12.1% | -10.3% | -1.0% |
| YTD | -14.0% | +11.6% | -25.6% | -16.6% |
| 1Y | +0.2% | +13.1% | -12.9% | -3.0% |
| 3Y | +13.0% | +1.6% | +11.5% | +8.2% |
| All | -40.8% | -0.3% | -40.5% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling