+337.4%
AGI vs KIM
+32.5%
+304.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -2.7% | -1.7% | -1.0% | -2.6% |
| 30D | +7.2% | -3.0% | +10.2% | +7.5% |
| 3M | +4.3% | -8.9% | +13.1% | +4.9% |
| 6M | -27.1% | +2.4% | -29.5% | -27.3% |
| YTD | -6.6% | +18.3% | -24.9% | -7.8% |
| 1Y | +9.5% | +8.2% | +1.3% | +8.7% |
| 3Y | +208.4% | +44.0% | +164.4% | +199.3% |
| 5Y | +401.6% | +37.3% | +364.3% | +389.3% |
| All | +337.4% | +32.5% | +304.9% | +460.9% |
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