-35.9%
AAL vs KMI
+157.3%
-193.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | -1.3% | -1.8% | +0.5% | -0.7% |
| 30D | -13.7% | +0.1% | -13.8% | -13.9% |
| 3M | -8.2% | +1.2% | -9.3% | -9.1% |
| 6M | +13.1% | -3.9% | +17.0% | +13.6% |
| YTD | -15.6% | +17.5% | -33.1% | -22.9% |
| 1Y | +1.4% | +22.6% | -21.2% | -9.8% |
| 3Y | -7.4% | +116.3% | -123.7% | -41.4% |
| 5Y | -35.9% | +157.6% | -193.5% | -63.9% |
| All | -35.9% | +157.3% | -193.2% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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