+4,824.8%
ACGL vs KIM
+1,256.0%
+3,568.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +6.4% | +5.0% | +1.4% | +4.9% |
| 30D | +16.6% | +15.8% | +0.8% | +11.7% |
| 3M | +11.6% | +4.3% | +7.3% | +10.2% |
| 6M | +17.5% | +11.4% | +6.1% | +13.7% |
| YTD | +15.3% | +30.8% | -15.5% | +6.3% |
| 1Y | +26.3% | +31.4% | -5.1% | +16.3% |
| 3Y | +35.9% | +57.7% | -21.7% | +16.9% |
| 5Y | +168.2% | +31.7% | +136.5% | +139.8% |
| 10Y | +352.0% | +67.4% | +284.6% | +253.0% |
| All | +4,824.8% | +1,256.0% | +3,568.7% | +1,984.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling