+98.5%
DAL vs KMB
-5.5%
+104.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | +0.1% | -3.0% | +3.2% | +0.5% |
| 30D | -13.9% | -5.5% | -8.5% | -13.4% |
| 3M | +1.1% | +14.0% | -12.9% | -0.2% |
| 6M | +26.2% | +4.1% | +22.2% | +25.0% |
| YTD | +16.4% | +8.0% | +8.4% | +15.1% |
| 1Y | +33.9% | -13.7% | +47.6% | +33.9% |
| All | +98.5% | -5.5% | +104.0% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling