+9.5%
AGI vs KIM
+9.2%
+0.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.6% |
| 3M | +4.3% | -8.9% | +13.1% | +5.8% |
| 6M | -27.1% | +2.4% | -29.5% | -28.1% |
| YTD | -6.6% | +18.3% | -24.9% | -6.9% |
| 1Y | +9.5% | +8.2% | +1.3% | +7.7% |
| All | +9.5% | +9.2% | +0.3% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling