+250.9%
ACM vs KIM
+35.6%
+215.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +3.0% | -1.0% | +4.0% | +3.4% |
| 30D | +19.7% | +14.8% | +4.9% | +13.6% |
| 3M | +5.3% | +8.1% | -2.8% | +2.3% |
| 6M | -10.8% | +11.7% | -22.4% | -14.6% |
| YTD | -25.1% | +30.7% | -55.8% | -32.6% |
| 1Y | -45.8% | +29.7% | -75.5% | -51.1% |
| 3Y | -9.4% | +65.1% | -74.5% | -26.2% |
| 5Y | +4.8% | +34.7% | -29.9% | -8.8% |
| 10Y | +129.8% | +64.1% | +65.7% | +71.0% |
| All | +250.9% | +35.6% | +215.3% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling