+601.0%
KR vs ACM
+252.1%
+348.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.3% |
| 7D | +4.6% | +5.6% | -1.1% | +3.7% |
| 30D | +12.2% | +20.8% | -8.6% | +8.9% |
| 3M | +24.6% | +11.4% | +13.1% | +22.2% |
| 6M | +8.2% | +0.9% | +7.2% | +7.6% |
| YTD | +15.3% | -24.8% | +40.1% | +19.3% |
| 1Y | +9.8% | -46.4% | +56.2% | +19.9% |
| 3Y | +71.4% | -9.2% | +80.6% | +69.5% |
| 5Y | +85.1% | +5.0% | +80.1% | +77.0% |
| 10Y | +159.4% | +130.6% | +28.8% | +105.1% |
| All | +601.0% | +252.1% | +348.9% | +343.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling