+272.2%
ACGL vs KIM
+27.5%
+244.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -0.7% | +0.4% | -1.2% | -0.9% |
| 30D | -1.0% | -4.0% | +3.0% | +0.6% |
| 3M | +11.0% | +0.5% | +10.5% | +10.7% |
| 6M | -0.3% | +3.6% | -3.9% | -1.9% |
| YTD | +2.3% | +20.4% | -18.2% | -5.4% |
| 1Y | +6.4% | +9.7% | -3.3% | +2.1% |
| 3Y | +34.0% | +46.0% | -12.0% | +11.4% |
| 5Y | +161.6% | +34.4% | +127.2% | +119.9% |
| All | +272.2% | +27.5% | +244.7% | +163.9% |
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