+216.8%
AGI vs KIM
+45.1%
+171.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | +11.3% | -1.1% | +12.4% | +11.4% |
| 3M | +5.6% | -5.3% | +11.0% | +6.6% |
| 6M | -27.7% | +3.9% | -31.6% | -28.4% |
| YTD | -4.1% | +20.3% | -24.4% | -7.4% |
| 1Y | +13.8% | +10.4% | +3.3% | +11.5% |
| All | +216.8% | +45.1% | +171.6% | +197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling