+33.4%
AG vs KIM
+33.1%
+0.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.6% | +5.6% | +8.8% |
| 7D | -2.6% | +10.6% | -13.2% | -3.0% |
| 30D | -12.1% | +17.5% | -29.6% | -13.0% |
| 3M | -6.6% | +4.7% | -11.3% | -6.9% |
| 6M | -20.5% | +13.1% | -33.6% | -22.9% |
| YTD | -7.4% | +32.1% | -39.5% | -12.3% |
| 1Y | +33.4% | +32.7% | +0.7% | +25.3% |
| All | +33.4% | +33.1% | +0.3% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling