-43.8%
ACHR vs KIM
+37.3%
-81.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.0% |
| 7D | -2.7% | -1.0% | -1.7% | -1.9% |
| 30D | -12.1% | -1.1% | -11.1% | -11.4% |
| 3M | +3.4% | -5.3% | +8.7% | +6.5% |
| 6M | -15.6% | +3.9% | -19.6% | -20.8% |
| YTD | -26.9% | +20.3% | -47.1% | -40.4% |
| 1Y | -34.8% | +10.4% | -45.2% | -42.6% |
| 3Y | -19.2% | +46.3% | -65.6% | -44.1% |
| 5Y | -43.8% | +37.6% | -81.3% | -54.8% |
| All | -43.8% | +37.3% | -81.1% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling