-42.4%
ACI vs KIM
+37.7%
-80.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | -23.6% | -0.8% | -22.8% | -23.4% |
| 6M | -29.9% | +4.4% | -34.3% | -30.7% |
| YTD | -26.9% | +21.2% | -48.1% | -30.4% |
| 1Y | -34.2% | +10.5% | -44.8% | -36.0% |
| 3Y | -43.6% | +47.5% | -91.1% | -49.7% |
| 5Y | -42.4% | +37.1% | -79.5% | -48.2% |
| All | -42.4% | +37.7% | -80.1% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling