-9.2%
ACM vs KIM
+65.6%
-74.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +5.6% | +0.1% | +5.5% | +5.6% |
| 30D | +20.8% | +14.1% | +6.7% | +14.7% |
| 3M | +11.4% | +6.0% | +5.4% | +8.8% |
| 6M | +0.9% | +13.2% | -12.3% | -4.1% |
| YTD | -24.8% | +30.4% | -55.2% | -32.9% |
| 1Y | -46.4% | +31.0% | -77.5% | -52.3% |
| 3Y | -9.2% | +67.6% | -76.9% | -32.1% |
| All | -9.2% | +65.6% | -74.8% | -32.1% |
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