-22.5%
ACHR vs KIM
+65.6%
-88.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.2% |
| 7D | -9.2% | +0.1% | -9.4% | -9.2% |
| 30D | -1.0% | +14.1% | -15.1% | -10.8% |
| 3M | -42.2% | +6.0% | -48.2% | -44.8% |
| 6M | -38.2% | +13.2% | -51.4% | -46.3% |
| YTD | -46.4% | +30.4% | -76.8% | -60.1% |
| 1Y | -49.4% | +31.0% | -80.4% | -62.7% |
| 3Y | -22.5% | +67.6% | -90.1% | -60.9% |
| All | -22.5% | +65.6% | -88.1% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling