-45.3%
ACHR vs KMB
-9.9%
-35.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -5.4% | -7.7% | +2.3% | -5.3% |
| 30D | -19.7% | -8.2% | -11.5% | -19.6% |
| 3M | +7.9% | -1.9% | +9.8% | +7.9% |
| 6M | -13.8% | -0.7% | -13.1% | -13.8% |
| YTD | -27.5% | +1.4% | -28.9% | -27.5% |
| 1Y | -33.9% | -19.1% | -14.8% | -33.5% |
| 3Y | -20.0% | -12.6% | -7.4% | -20.6% |
| 5Y | -44.0% | -12.7% | -31.3% | -46.6% |
| All | -45.3% | -9.9% | -35.4% | -47.8% |
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