-42.7%
ACHR vs KIM
+101.0%
-143.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -0.7% | +0.4% | -1.1% | -1.1% |
| 30D | +9.8% | -4.0% | +13.8% | +12.7% |
| 3M | -10.5% | +0.5% | -11.0% | -12.8% |
| 6M | -15.5% | +3.6% | -19.1% | -19.7% |
| YTD | -24.1% | +20.4% | -44.5% | -36.2% |
| 1Y | -32.4% | +9.7% | -42.1% | -39.0% |
| 3Y | -11.6% | +46.0% | -57.6% | -34.3% |
| 5Y | -42.9% | +34.4% | -77.3% | -53.0% |
| All | -42.7% | +101.0% | -143.7% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling