+244.1%
AGI vs KIM
+34.6%
+209.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -6.5% | +14.1% | -20.6% | -9.8% |
| 3M | -12.8% | +6.0% | -18.8% | -14.2% |
| 6M | -34.3% | +13.2% | -47.5% | -36.7% |
| YTD | -25.6% | +30.4% | -56.0% | -31.0% |
| 1Y | -14.2% | +31.0% | -45.3% | -20.6% |
| 3Y | +127.3% | +67.6% | +59.6% | +90.3% |
| All | +244.1% | +34.6% | +209.6% | +207.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling