+26.3%
ACI vs KIM
+142.7%
-116.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.2% | +0.4% | -0.3% | +0.1% |
| 30D | +5.9% | -4.0% | +9.9% | +6.5% |
| 3M | -19.8% | +0.5% | -20.3% | -19.8% |
| 6M | -24.7% | +3.6% | -28.4% | -25.1% |
| YTD | -24.4% | +20.4% | -44.8% | -26.1% |
| 1Y | -31.5% | +9.7% | -41.2% | -32.3% |
| 3Y | -38.7% | +46.0% | -84.7% | -41.6% |
| 5Y | -42.8% | +34.4% | -77.2% | -44.9% |
| All | +26.3% | +142.7% | -116.4% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling