+225.2%
ACWI vs KIM
+63.6%
+161.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -1.7% | +14.1% | -15.8% | -5.1% |
| 3M | -3.9% | +6.0% | -9.9% | -5.5% |
| 6M | +0.8% | +13.2% | -12.4% | -2.8% |
| YTD | +11.0% | +30.4% | -19.3% | +3.1% |
| 1Y | +13.1% | +31.0% | -17.9% | +4.8% |
| 3Y | +73.9% | +67.6% | +6.3% | +49.8% |
| 5Y | +59.0% | +35.8% | +23.3% | +43.4% |
| All | +225.2% | +63.6% | +161.7% | +154.5% |
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