+32.5%
ACGL vs KIM
+57.8%
-25.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.9% |
| 7D | +0.9% | +4.1% | -3.2% | -0.1% |
| 30D | +13.7% | +16.8% | -3.1% | +9.7% |
| 3M | +8.0% | +5.7% | +2.3% | +6.6% |
| 6M | +13.3% | +9.7% | +3.6% | +10.9% |
| YTD | +11.8% | +30.2% | -18.4% | +5.9% |
| 1Y | +22.2% | +32.1% | -9.9% | +15.4% |
| 3Y | +32.5% | +58.6% | -26.1% | +30.1% |
| All | +32.5% | +57.8% | -25.3% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling