Quant Time in My Life vs Achi
Quant Time in My Life (KYLE) and Achi (ACH) compared side by side.
Quant Time in My Life (KYLE) and Achi (ACH) compared side by side.
KYLEACH
| Metric | KYLE | ACH |
|---|---|---|
| Max drawdown (400d) | -60.3% | -72.6% |
| Risk-adjusted return (90d) | — | -0.04 |
| Best 30 days (past year) | — | +62.8% |
| Worst 30 days (past year) | — | -41.8% |
Relative strength over 90 days: ACH outperformed KYLE by 56.0% — measured on the KYLE/ACH ratio, so it holds regardless of market direction.