-29.0%
AAL vs KR
+710.2%
-739.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.8% |
| 7D | -0.3% | -1.3% | +1.0% | +0.2% |
| 30D | -19.0% | +1.5% | -20.5% | -19.5% |
| 3M | -5.1% | -8.5% | +3.5% | -2.5% |
| 6M | +15.5% | -21.9% | +37.4% | +24.6% |
| YTD | -15.8% | -6.9% | -8.9% | -15.8% |
| 1Y | -0.3% | -14.0% | +13.7% | +2.2% |
| 3Y | -7.7% | +30.3% | -38.0% | -23.6% |
| 5Y | -32.5% | +37.7% | -70.2% | -48.0% |
| 10Y | -66.0% | +125.2% | -191.1% | -83.5% |
| All | -29.0% | +710.2% | -739.3% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling