+5.5%
ACM vs KIM
+34.4%
-28.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.7% | +0.4% | -4.2% | -4.0% |
| 30D | -11.1% | -4.0% | -7.1% | -9.5% |
| 3M | -8.0% | +0.5% | -8.5% | -8.4% |
| 6M | -29.7% | +3.6% | -33.3% | -31.1% |
| YTD | -29.4% | +20.4% | -49.8% | -35.8% |
| 1Y | -46.4% | +9.7% | -56.1% | -49.1% |
| 3Y | -22.3% | +46.0% | -68.3% | -37.4% |
| All | +5.5% | +34.4% | -28.9% | -14.8% |
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 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