+105.0%
DAL vs KMB
+36.1%
+68.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.8% |
| 7D | +1.4% | -3.0% | +4.4% | +2.2% |
| 30D | +9.1% | +9.1% | 0.0% | +6.8% |
| 3M | -3.5% | -0.4% | -3.1% | -3.5% |
| 6M | +23.4% | +13.0% | +10.4% | +19.6% |
| YTD | +26.0% | +10.3% | +15.7% | +22.5% |
| 1Y | +44.6% | +8.2% | +36.4% | +41.2% |
| 3Y | +162.7% | +0.4% | +162.3% | +155.5% |
| 5Y | +113.0% | -2.7% | +115.7% | +106.5% |
| All | +105.0% | +36.1% | +68.9% | +82.6% |
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