+4,762.4%
ACGL vs KIM
+1,255.5%
+3,506.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | +12.4% | +14.8% | -2.4% | +7.9% |
| 3M | +11.1% | +8.1% | +3.0% | +8.5% |
| 6M | +16.3% | +11.7% | +4.7% | +12.6% |
| YTD | +13.8% | +30.7% | -16.9% | +5.0% |
| 1Y | +20.4% | +29.7% | -9.3% | +11.3% |
| 3Y | +33.6% | +65.1% | -31.5% | +13.4% |
| 5Y | +176.8% | +34.7% | +142.2% | +146.0% |
| 10Y | +324.6% | +64.1% | +260.5% | +233.2% |
| All | +4,762.4% | +1,255.5% | +3,506.9% | +1,958.3% |
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