+330.4%
ACGL vs KIM
+64.9%
+265.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +1.3% | +2.8% | -1.5% | +0.1% |
| 30D | +14.2% | +15.9% | -1.7% | +7.6% |
| 3M | +11.1% | +7.8% | +3.3% | +7.7% |
| 6M | +16.4% | +11.9% | +4.5% | +11.0% |
| YTD | +13.8% | +31.0% | -17.3% | +1.7% |
| 1Y | +21.6% | +32.3% | -10.8% | +8.1% |
| 3Y | +33.5% | +65.5% | -31.9% | +5.8% |
| 5Y | +174.8% | +37.2% | +137.6% | +129.9% |
| 10Y | +330.4% | +63.9% | +266.4% | +169.1% |
| All | +330.4% | +64.9% | +265.4% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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