+135.8%
ACM vs KIM
+65.6%
+70.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +4.8% |
| 7D | +6.9% | +2.8% | +4.1% | +5.6% |
| 30D | +19.1% | +16.3% | +2.7% | +11.5% |
| 3M | -6.9% | +6.6% | -13.6% | -9.5% |
| 6M | -12.0% | +12.3% | -24.3% | -16.6% |
| YTD | -25.1% | +31.6% | -56.7% | -33.9% |
| 1Y | -45.4% | +31.5% | -76.9% | -51.9% |
| 3Y | -6.9% | +68.0% | -74.9% | -27.3% |
| 5Y | +3.7% | +38.7% | -35.0% | -13.2% |
| 10Y | +135.8% | +65.7% | +70.1% | +61.4% |
| All | +135.8% | +65.6% | +70.2% | +61.4% |
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 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