+66.5%
AG vs KIM
+33.1%
+33.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.6% |
| 7D | -5.8% | -1.5% | -4.3% | -5.4% |
| 30D | +6.4% | -1.7% | +8.0% | +6.8% |
| 3M | +28.4% | -7.1% | +35.5% | +30.5% |
| 6M | -24.5% | +2.9% | -27.3% | -25.3% |
| YTD | +21.2% | +18.8% | +2.3% | +15.4% |
| 1Y | +114.1% | +9.4% | +104.7% | +108.0% |
| 3Y | +268.0% | +44.6% | +223.5% | +230.0% |
| 5Y | +67.3% | +37.9% | +29.4% | +52.1% |
| All | +66.5% | +33.1% | +33.4% | +68.1% |
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