-12.4%
ACM vs KIM
+57.8%
-70.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +5.4% | +4.1% | +1.3% | +3.8% |
| 30D | +15.1% | +16.8% | -1.7% | +8.4% |
| 3M | -10.5% | +5.7% | -16.2% | -12.4% |
| 6M | -19.7% | +9.7% | -29.4% | -22.7% |
| YTD | -28.8% | +30.2% | -59.1% | -36.4% |
| 1Y | -47.9% | +32.1% | -80.0% | -53.7% |
| 3Y | -12.4% | +58.6% | -71.0% | -30.8% |
| All | -12.4% | +57.8% | -70.2% | -30.8% |
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