+19.3%
ACI vs KIM
+142.4%
-123.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -5.0% | -1.0% | -4.1% | -4.9% |
| 30D | -2.3% | -1.1% | -1.2% | -2.2% |
| 3M | -23.2% | -5.3% | -17.9% | -22.6% |
| 6M | -29.5% | +3.9% | -33.4% | -29.8% |
| YTD | -28.6% | +20.3% | -48.9% | -30.2% |
| 1Y | -34.0% | +10.4% | -44.5% | -34.9% |
| 3Y | -45.0% | +46.3% | -91.3% | -47.6% |
| 5Y | -44.0% | +37.6% | -81.6% | -46.0% |
| All | +19.3% | +142.4% | -123.1% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling