+48.8%
KR vs ACI
-44.6%
+93.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.5% |
| 7D | -2.7% | -7.1% | +4.4% | +0.7% |
| 30D | +1.9% | -4.5% | +6.4% | +4.1% |
| 3M | -11.0% | -22.3% | +11.2% | -1.5% |
| 6M | -20.2% | -28.4% | +8.2% | -8.2% |
| YTD | -7.3% | -29.5% | +22.2% | +7.5% |
| 1Y | -13.1% | -34.2% | +21.1% | +3.7% |
| 3Y | +29.7% | -45.7% | +75.4% | +67.8% |
| 5Y | +48.8% | -40.8% | +89.5% | +84.4% |
| All | +48.8% | -44.6% | +93.3% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling