+226.7%
ACWI vs KIM
+29.2%
+197.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +0.9% | -4.0% | +4.8% | +1.9% |
| 3M | +2.4% | +0.5% | +1.9% | +2.0% |
| 6M | +12.4% | +3.6% | +8.8% | +11.0% |
| YTD | +15.2% | +20.4% | -5.3% | +9.2% |
| 1Y | +22.7% | +9.7% | +13.0% | +19.2% |
| 3Y | +75.8% | +46.0% | +29.8% | +56.8% |
| 5Y | +67.7% | +34.4% | +33.3% | +51.8% |
| All | +226.7% | +29.2% | +197.5% | +182.1% |
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