+356.8%
ACWI vs KIM
+54.7%
+302.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | +2.4% | +0.5% | +1.9% | +2.0% |
| 6M | +12.4% | +3.6% | +8.8% | +10.9% |
| YTD | +15.2% | +20.4% | -5.3% | +8.6% |
| 1Y | +22.7% | +9.7% | +13.0% | +18.8% |
| 3Y | +75.8% | +46.0% | +29.8% | +54.6% |
| 5Y | +67.7% | +34.4% | +33.3% | +49.6% |
| 10Y | +229.0% | +29.3% | +199.7% | +171.6% |
| All | +356.8% | +54.7% | +302.1% | +207.4% |
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