+330.1%
ACWI vs KIM
+68.1%
+262.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.9% | -3.5% |
| 7D | -4.0% | +5.0% | -9.0% | -5.4% |
| 30D | -5.8% | +15.8% | -21.6% | -9.9% |
| 3M | -5.0% | +4.3% | -9.3% | -6.3% |
| 6M | +0.7% | +11.4% | -10.7% | -2.8% |
| YTD | +8.4% | +30.8% | -22.4% | -0.3% |
| 1Y | +10.1% | +31.4% | -21.3% | +1.0% |
| 3Y | +70.8% | +57.7% | +13.1% | +46.9% |
| 5Y | +55.4% | +31.7% | +23.7% | +39.4% |
| 10Y | +223.3% | +67.4% | +155.9% | +146.7% |
| All | +330.1% | +68.1% | +262.1% | +182.2% |
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