+445.6%
AG vs KIM
+36.9%
+408.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +19.2% | -4.0% | +23.2% | +20.5% |
| 3M | +6.2% | +0.5% | +5.6% | +5.6% |
| 6M | -26.7% | +3.6% | -30.3% | -27.6% |
| YTD | +26.1% | +20.4% | +5.7% | +19.3% |
| 1Y | +131.7% | +9.7% | +122.0% | +124.5% |
| 3Y | +255.3% | +46.0% | +209.4% | +215.6% |
| 5Y | +61.9% | +34.4% | +27.5% | +46.7% |
| 10Y | +72.0% | +29.3% | +42.7% | +45.5% |
| All | +445.6% | +36.9% | +408.7% | +235.0% |
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