+480.1%
KR vs ACM
+230.8%
+249.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.5% | -3.7% | +5.3% | +2.1% |
| 30D | +4.1% | -11.1% | +15.2% | +5.8% |
| 3M | -5.2% | -8.0% | +2.8% | -4.2% |
| 6M | -12.8% | -29.7% | +16.9% | -8.3% |
| YTD | -4.6% | -29.4% | +24.8% | -0.2% |
| 1Y | -11.7% | -46.4% | +34.8% | -3.6% |
| 3Y | +36.3% | -22.3% | +58.6% | +38.4% |
| 5Y | +40.0% | +4.5% | +35.5% | +33.8% |
| 10Y | +122.2% | +127.6% | -5.4% | +75.6% |
| All | +480.1% | +230.8% | +249.3% | +270.6% |
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 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