+164.5%
ACGL vs KIM
+34.4%
+130.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 3M | +11.0% | +0.5% | +10.5% | +10.9% |
| 6M | -0.3% | +3.6% | -3.9% | -1.4% |
| YTD | +2.3% | +20.4% | -18.2% | -3.4% |
| 1Y | +6.4% | +9.7% | -3.3% | +3.2% |
| 3Y | +34.0% | +46.0% | -12.0% | +17.3% |
| All | +164.5% | +34.4% | +130.1% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling