-43.6%
ACI vs KIM
+47.7%
-91.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -3.9% | -3.4% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | +1.1% | -1.7% | +2.8% | +1.4% |
| 3M | -23.6% | -0.8% | -22.8% | -23.4% |
| 6M | -29.9% | +4.4% | -34.3% | -30.4% |
| YTD | -26.9% | +21.2% | -48.1% | -29.3% |
| 1Y | -34.2% | +10.5% | -44.8% | -35.5% |
| 3Y | -43.6% | +47.5% | -91.1% | -46.9% |
| All | -43.6% | +47.7% | -91.4% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling