-32.2%
AAL vs KR
+41.9%
-74.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -0.9% | -2.7% | +1.7% | -1.0% |
| 30D | -16.0% | +1.9% | -17.9% | -15.9% |
| 3M | -4.2% | -11.0% | +6.8% | -4.6% |
| 6M | +15.7% | -20.2% | +35.9% | +15.0% |
| YTD | -16.2% | -7.3% | -8.9% | -17.1% |
| 1Y | +0.2% | -13.1% | +13.3% | -0.6% |
| 3Y | -8.1% | +29.7% | -37.8% | -14.6% |
| 5Y | -32.2% | +48.8% | -80.9% | -43.4% |
| All | -32.2% | +41.9% | -74.1% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling