+37.9%
AAL vs KMI
+112.8%
-74.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -0.1% | +6.5% | -6.6% | -3.1% |
| 30D | +11.7% | -3.4% | +15.1% | +13.1% |
| 3M | -12.5% | +0.4% | -12.9% | -13.5% |
| 6M | +3.6% | -0.9% | +4.6% | +2.2% |
| YTD | -14.1% | +20.5% | -34.6% | -24.1% |
| 1Y | +0.8% | +23.2% | -22.4% | -12.2% |
| 3Y | +11.8% | +121.6% | -109.8% | -30.3% |
| 5Y | -35.1% | +149.1% | -184.2% | -62.3% |
| 10Y | -68.3% | +158.3% | -226.5% | -82.4% |
| All | +37.9% | +112.8% | -74.9% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling