+151.8%
ACN vs KIM
+63.0%
+88.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.3% |
| 7D | -5.7% | -0.7% | -5.1% | -5.6% |
| 30D | +17.0% | +13.4% | +3.6% | +12.7% |
| 3M | +39.9% | +6.5% | +33.3% | +37.2% |
| 6M | +50.2% | +10.6% | +39.6% | +45.7% |
| YTD | -4.2% | +29.9% | -34.1% | -11.6% |
| 1Y | +4.3% | +29.6% | -25.2% | -3.7% |
| 3Y | -17.1% | +64.1% | -81.2% | -29.3% |
| 5Y | -26.5% | +35.3% | -61.8% | -34.0% |
| All | +151.8% | +63.0% | +88.8% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling