+37.5%
AAL vs KMI
+107.5%
-70.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.5% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | -20.8% | +0.9% | -21.7% | -21.4% |
| 3M | -1.3% | 0.0% | -1.3% | -2.1% |
| 6M | +5.4% | -5.7% | +11.1% | +6.9% |
| YTD | -14.4% | +17.5% | -31.8% | -22.8% |
| 1Y | +2.1% | +22.3% | -20.2% | -10.4% |
| 3Y | -10.6% | +111.9% | -122.5% | -42.7% |
| 5Y | -32.2% | +151.8% | -184.1% | -60.8% |
| 10Y | -62.7% | +138.7% | -201.4% | -78.6% |
| All | +37.5% | +107.5% | -70.0% | -33.4% |
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