+129.7%
ACM vs KIM
+29.1%
+100.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -12.9% | -1.7% | -11.2% | -12.3% |
| 3M | -6.4% | -0.8% | -5.6% | -6.2% |
| 6M | -29.2% | +4.4% | -33.6% | -30.8% |
| YTD | -29.9% | +21.2% | -51.2% | -36.0% |
| 1Y | -47.3% | +10.5% | -57.8% | -49.9% |
| 3Y | -19.6% | +47.5% | -67.1% | -33.6% |
| 5Y | +5.5% | +37.1% | -31.6% | -11.3% |
| 10Y | +129.7% | +29.5% | +100.2% | +75.0% |
| All | +129.7% | +29.1% | +100.6% | +75.0% |
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