-64.8%
AAL vs KR
+129.5%
-194.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.2% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -12.9% | +5.1% | -17.9% | -13.0% |
| 3M | -11.2% | -8.2% | -3.0% | -11.0% |
| 6M | +17.8% | -18.0% | +35.8% | +18.4% |
| YTD | -15.1% | -4.8% | -10.4% | -15.5% |
| 1Y | +0.5% | -11.0% | +11.5% | +0.3% |
| 3Y | -7.7% | +37.7% | -45.3% | -11.9% |
| 5Y | -31.3% | +52.8% | -84.1% | -35.5% |
| All | -64.8% | +129.5% | -194.3% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling