-44.0%
ACHR vs KR
+113.8%
-157.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +2.5% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -11.3% | +5.1% | -16.3% | -11.0% |
| 3M | +5.3% | -8.2% | +13.4% | +5.0% |
| 6M | -13.2% | -18.0% | +4.8% | -13.6% |
| YTD | -25.8% | -4.8% | -21.0% | -26.1% |
| 1Y | -34.3% | -11.0% | -23.2% | -34.5% |
| 3Y | -19.9% | +37.7% | -57.6% | -24.4% |
| 5Y | -42.7% | +52.8% | -95.4% | -48.1% |
| All | -44.0% | +113.8% | -157.8% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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