-52.8%
ACHR vs KMB
+1.3%
-54.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -2.1% |
| 7D | +14.0% | +6.0% | +8.0% | +13.9% |
| 30D | -5.0% | +13.5% | -18.5% | -5.3% |
| 3M | -24.8% | +3.8% | -28.5% | -24.8% |
| 6M | -27.3% | +15.6% | -42.9% | -27.5% |
| YTD | -37.4% | +14.0% | -51.4% | -37.5% |
| 1Y | -44.3% | +12.9% | -57.2% | -44.3% |
| 3Y | -5.2% | +3.7% | -8.9% | -6.0% |
| 5Y | -20.8% | -0.1% | -20.8% | -24.4% |
| All | -52.8% | +1.3% | -54.1% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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