-31.6%
ACI vs KIM
+65.6%
-97.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | +2.3% | +0.1% | +2.1% | +2.2% |
| 30D | +1.2% | +14.1% | -12.9% | -1.6% |
| 3M | +6.8% | +6.0% | +0.8% | +5.4% |
| 6M | -18.7% | +13.2% | -32.0% | -20.6% |
| YTD | -20.2% | +30.4% | -50.6% | -24.2% |
| 1Y | -23.7% | +31.0% | -54.8% | -27.7% |
| 3Y | -31.6% | +67.6% | -99.3% | -37.4% |
| All | -31.6% | +65.6% | -97.2% | -37.4% |
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 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