-44.8%
ACHR vs KEY
+82.1%
-126.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.5% |
| 7D | -2.7% | -0.3% | -2.3% | -2.5% |
| 30D | -12.1% | -3.3% | -8.9% | -10.7% |
| 3M | +3.4% | -0.7% | +4.1% | +3.4% |
| 6M | -15.6% | +12.5% | -28.2% | -21.3% |
| YTD | -26.9% | +8.4% | -35.3% | -30.4% |
| 1Y | -34.8% | +18.4% | -53.2% | -40.7% |
| 3Y | -19.2% | +123.3% | -142.6% | -44.9% |
| 5Y | -43.8% | +38.8% | -82.6% | -54.7% |
| All | -44.8% | +82.1% | -126.9% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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