-11.7%
KR vs ACI
-32.3%
+20.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | +4.1% | +5.9% | -1.8% | +1.5% |
| 3M | -5.2% | -19.8% | +14.6% | +3.7% |
| 6M | -12.8% | -24.7% | +12.0% | -1.3% |
| YTD | -4.6% | -24.4% | +19.8% | +8.0% |
| 1Y | -11.7% | -31.5% | +19.8% | +4.5% |
| All | -11.7% | -32.3% | +20.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling