+104.3%
DAL vs KMB
+39.0%
+65.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.9% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | +12.8% | +10.1% | +2.8% | +10.3% |
| 3M | -5.3% | 0.0% | -5.3% | -5.4% |
| 6M | +22.4% | +15.7% | +6.7% | +17.9% |
| YTD | +25.6% | +12.6% | +13.0% | +21.5% |
| 1Y | +45.5% | +10.1% | +35.4% | +41.4% |
| 3Y | +161.0% | +2.1% | +158.8% | +152.7% |
| 5Y | +112.2% | -0.7% | +112.9% | +104.8% |
| All | +104.3% | +39.0% | +65.3% | +81.1% |
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