+1,697.2%
ACN vs KIM
+412.3%
+1,284.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +9.4% | -4.0% | +13.3% | +10.5% |
| 3M | +5.6% | +0.5% | +5.1% | +5.5% |
| 6M | -9.3% | +3.6% | -12.9% | -10.1% |
| YTD | -29.0% | +20.4% | -49.4% | -32.4% |
| 1Y | -24.7% | +9.7% | -34.4% | -26.6% |
| 3Y | -39.8% | +46.0% | -85.8% | -46.0% |
| 5Y | -40.9% | +34.4% | -75.4% | -46.0% |
| 10Y | +91.1% | +29.3% | +61.8% | +63.3% |
| All | +1,697.2% | +412.3% | +1,284.9% | +539.4% |
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 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