-0.9%
ACM vs KIM
+31.1%
-32.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +5.4% | +4.1% | +1.3% | +3.4% |
| 30D | +15.1% | +16.8% | -1.7% | +7.1% |
| 3M | -10.5% | +5.7% | -16.2% | -12.8% |
| 6M | -19.7% | +9.7% | -29.4% | -23.3% |
| YTD | -28.8% | +30.2% | -59.1% | -37.7% |
| 1Y | -47.9% | +32.1% | -80.0% | -54.7% |
| 3Y | -12.4% | +58.6% | -71.0% | -32.3% |
| All | -0.9% | +31.1% | -32.0% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling