-45.3%
ACHR vs KIM
+98.3%
-143.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.1% |
| 7D | -5.4% | -1.5% | -3.9% | -4.3% |
| 30D | -19.7% | -1.7% | -18.0% | -18.8% |
| 3M | +7.9% | -7.1% | +15.1% | +12.3% |
| 6M | -13.8% | +2.9% | -16.6% | -17.6% |
| YTD | -27.5% | +18.8% | -46.4% | -38.5% |
| 1Y | -33.9% | +9.4% | -43.4% | -40.3% |
| 3Y | -20.0% | +44.6% | -64.5% | -40.0% |
| 5Y | -44.0% | +37.9% | -81.9% | -53.6% |
| All | -45.3% | +98.3% | -143.7% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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