+279.0%
AG vs KIM
+47.7%
+231.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | +12.9% | -1.7% | +14.6% | +13.4% |
| 3M | +20.9% | -0.8% | +21.8% | +20.7% |
| 6M | -19.5% | +4.4% | -23.9% | -21.3% |
| YTD | +24.8% | +21.2% | +3.5% | +15.6% |
| 1Y | +120.2% | +10.5% | +109.7% | +110.6% |
| 3Y | +279.0% | +47.5% | +231.5% | +216.3% |
| All | +279.0% | +47.7% | +231.3% | +216.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling