+398.1%
AGI vs KIM
+35.1%
+363.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | -5.3% | -1.5% | -3.8% | -4.9% |
| 30D | +6.8% | -1.7% | +8.4% | +7.2% |
| 3M | +8.3% | -7.1% | +15.5% | +10.2% |
| 6M | -29.2% | +2.9% | -32.1% | -30.0% |
| YTD | -7.3% | +18.8% | -26.1% | -11.8% |
| 1Y | +8.0% | +9.4% | -1.4% | +4.9% |
| 3Y | +206.6% | +44.6% | +162.0% | +168.9% |
| 5Y | +398.1% | +37.9% | +360.2% | +360.5% |
| All | +398.1% | +35.1% | +363.1% | +360.5% |
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 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