+2,427.5%
ACN vs KIM
+454.0%
+1,973.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +0.9% | +4.1% | -3.2% | -0.1% |
| 30D | +33.5% | +16.8% | +16.7% | +28.4% |
| 3M | +53.5% | +5.7% | +47.8% | +51.2% |
| 6M | +52.2% | +9.7% | +42.5% | +48.6% |
| YTD | -0.1% | +30.2% | -30.3% | -6.8% |
| 1Y | +11.0% | +32.1% | -21.1% | +3.2% |
| 3Y | -11.8% | +58.6% | -70.4% | -22.4% |
| 5Y | -22.8% | +31.2% | -54.0% | -29.0% |
| 10Y | +162.4% | +66.7% | +95.8% | +111.0% |
| All | +2,427.5% | +454.0% | +1,973.5% | +781.3% |
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 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