+216.7%
ACWI vs KIM
+64.5%
+152.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.4% | +4.1% | -6.4% | -3.4% |
| 30D | -5.2% | +16.8% | -22.0% | -9.0% |
| 3M | -4.8% | +5.7% | -10.5% | -6.3% |
| 6M | -1.3% | +9.7% | -11.0% | -4.0% |
| YTD | +8.4% | +30.2% | -21.8% | +0.6% |
| 1Y | +11.0% | +32.1% | -21.1% | +2.6% |
| 3Y | +70.6% | +58.6% | +12.0% | +49.0% |
| 5Y | +55.3% | +31.2% | +24.2% | +41.1% |
| All | +216.7% | +64.5% | +152.2% | +145.9% |
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