+34.4%
ACI vs KIM
+164.1%
-129.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | -0.6% | +2.8% | -3.4% | -1.0% |
| 30D | +9.5% | +15.9% | -6.3% | +7.4% |
| 3M | +10.1% | +7.8% | +2.3% | +9.0% |
| 6M | -15.4% | +11.9% | -27.3% | -16.6% |
| YTD | -19.5% | +31.0% | -50.6% | -22.3% |
| 1Y | -21.0% | +32.3% | -53.3% | -23.7% |
| 3Y | -31.2% | +65.5% | -96.7% | -35.4% |
| 5Y | -40.6% | +37.2% | -77.8% | -43.5% |
| All | +34.4% | +164.1% | -129.7% | +36.0% |
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 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