+133.4%
KR vs ACM
+134.0%
-0.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.6% |
| 7D | -0.2% | -4.6% | +4.4% | +0.3% |
| 30D | +5.1% | +4.1% | +1.0% | +4.6% |
| 3M | -8.2% | -8.3% | +0.1% | -7.4% |
| 6M | -18.0% | -30.1% | +12.1% | -15.2% |
| YTD | -4.8% | -32.6% | +27.8% | -1.4% |
| 1Y | -11.0% | -49.6% | +38.5% | -4.8% |
| 3Y | +37.7% | -23.0% | +60.7% | +38.5% |
| 5Y | +52.8% | +2.0% | +50.8% | +47.4% |
| All | +133.4% | +134.0% | -0.6% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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