+125.6%
DAL vs KMB
+38.4%
+87.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | +10.7% | +6.0% | +4.7% | +9.2% |
| 30D | +12.5% | +13.5% | -1.0% | +9.1% |
| 3M | +3.6% | +3.8% | -0.1% | +2.6% |
| 6M | +26.7% | +15.6% | +11.2% | +22.1% |
| YTD | +34.3% | +14.0% | +20.3% | +29.5% |
| 1Y | +59.1% | +12.9% | +46.2% | +53.8% |
| 3Y | +179.9% | +3.7% | +176.1% | +169.9% |
| 5Y | +119.1% | -0.1% | +119.2% | +111.2% |
| 10Y | +125.6% | +41.1% | +84.5% | +98.4% |
| All | +125.6% | +38.4% | +87.3% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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