+264.0%
AG vs KIM
+47.7%
+216.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.1% |
| 7D | -6.0% | -0.7% | -5.4% | -5.9% |
| 30D | -14.3% | +13.4% | -27.7% | -17.3% |
| 3M | -26.9% | +6.5% | -33.5% | -28.2% |
| 6M | -42.1% | +10.6% | -52.7% | -43.9% |
| YTD | -15.9% | +29.9% | -45.8% | -22.1% |
| 1Y | +11.5% | +29.6% | -18.0% | +3.3% |
| 3Y | +208.0% | +64.1% | +143.9% | +165.7% |
| 5Y | +2.4% | +35.3% | -32.9% | -7.4% |
| 10Y | +77.0% | +63.1% | +13.9% | +40.3% |
| All | +264.0% | +47.7% | +216.3% | +118.8% |
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