-42.7%
ACHR vs KMB
-4.0%
-38.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | -0.7% | -3.0% | +2.3% | -0.7% |
| 30D | +9.8% | -5.5% | +15.3% | +9.8% |
| 3M | -10.5% | +14.0% | -24.5% | -10.9% |
| 6M | -15.5% | +4.1% | -19.6% | -15.6% |
| YTD | -24.1% | +8.0% | -32.1% | -24.1% |
| 1Y | -32.4% | -13.7% | -18.7% | -32.0% |
| 3Y | -11.6% | -5.9% | -5.7% | -12.4% |
| 5Y | -42.9% | -8.6% | -34.3% | -45.7% |
| All | -42.7% | -4.0% | -38.8% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling