+173.4%
ACGL vs KIM
+33.6%
+139.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +12.8% | +13.4% | -0.6% | +8.5% |
| 3M | +12.3% | +6.5% | +5.7% | +10.1% |
| 6M | +15.8% | +10.6% | +5.2% | +12.3% |
| YTD | +13.9% | +29.9% | -16.0% | +5.2% |
| 1Y | +19.0% | +29.6% | -10.5% | +10.0% |
| 3Y | +33.7% | +64.1% | -30.4% | +13.2% |
| 5Y | +173.4% | +35.3% | +138.1% | +143.0% |
| All | +173.4% | +33.6% | +139.8% | +143.0% |
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