-27.6%
AAL vs KMB
+295.4%
-323.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.8% | +3.2% |
| 7D | +4.6% | +0.5% | +4.1% | +4.2% |
| 30D | +2.6% | +12.4% | -9.8% | -5.6% |
| 3M | -17.8% | +1.0% | -18.8% | -18.6% |
| 6M | +1.9% | +12.1% | -10.3% | -6.5% |
| YTD | -14.0% | +11.6% | -25.6% | -21.4% |
| 1Y | +0.2% | +13.1% | -12.9% | -9.2% |
| 3Y | +13.0% | +1.6% | +11.5% | +3.3% |
| 5Y | -39.6% | -0.3% | -39.3% | -46.1% |
| 10Y | -65.7% | +37.9% | -103.6% | -82.0% |
| All | -27.6% | +295.4% | -323.0% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling