+288.7%
AG vs KIM
+49.0%
+239.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | +6.0% | +2.8% | +3.2% | +5.3% |
| 30D | -13.5% | +15.9% | -29.4% | -17.0% |
| 3M | -20.7% | +7.8% | -28.5% | -22.3% |
| 6M | -31.5% | +11.9% | -43.4% | -33.9% |
| YTD | -10.1% | +31.0% | -41.2% | -17.0% |
| 1Y | +26.0% | +32.3% | -6.3% | +16.1% |
| 3Y | +228.9% | +65.5% | +163.4% | +183.1% |
| 5Y | +8.7% | +37.2% | -28.5% | -2.1% |
| 10Y | +71.9% | +63.9% | +8.0% | +36.0% |
| All | +288.7% | +49.0% | +239.8% | +133.1% |
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 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