+61.5%
ACWI vs KIM
+36.8%
+24.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -0.7% | -1.0% | +0.3% | -0.3% |
| 30D | -2.0% | +14.8% | -16.8% | -6.8% |
| 3M | -2.2% | +8.1% | -10.3% | -5.0% |
| 6M | +1.9% | +11.7% | -9.8% | -2.7% |
| YTD | +12.0% | +30.7% | -18.7% | +0.5% |
| 1Y | +12.5% | +29.7% | -17.2% | +1.3% |
| 3Y | +75.4% | +65.1% | +10.3% | +40.2% |
| 5Y | +61.5% | +34.7% | +26.9% | +39.6% |
| All | +61.5% | +36.8% | +24.7% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling