-40.6%
ACN vs KIM
+34.4%
-75.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | +9.4% | -4.0% | +13.3% | +11.3% |
| 3M | +5.6% | +0.5% | +5.1% | +5.4% |
| 6M | -9.3% | +3.6% | -12.9% | -10.8% |
| YTD | -29.0% | +20.4% | -49.4% | -34.8% |
| 1Y | -24.7% | +9.7% | -34.4% | -28.0% |
| 3Y | -39.8% | +46.0% | -85.8% | -50.8% |
| All | -40.6% | +34.4% | -75.0% | -48.3% |
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