+351.3%
DAL vs KMB
+206.8%
+144.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.7% |
| 7D | +0.1% | -3.0% | +3.2% | +1.8% |
| 30D | -13.9% | -5.5% | -8.5% | -11.3% |
| 3M | +1.1% | +14.0% | -12.9% | -6.7% |
| 6M | +26.2% | +4.1% | +22.2% | +22.6% |
| YTD | +16.4% | +8.0% | +8.4% | +10.0% |
| 1Y | +33.9% | -13.7% | +47.6% | +41.9% |
| 3Y | +93.4% | -5.9% | +99.3% | +87.7% |
| 5Y | +106.4% | -8.6% | +115.0% | +98.4% |
| 10Y | +143.0% | +17.3% | +125.7% | +72.9% |
| All | +351.3% | +206.8% | +144.5% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling