+4,206.7%
AGI vs KIM
+326.0%
+3,880.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -6.5% | +14.1% | -20.6% | -8.0% |
| 3M | -12.8% | +6.0% | -18.8% | -13.5% |
| 6M | -34.3% | +13.2% | -47.5% | -35.4% |
| YTD | -25.6% | +30.4% | -56.0% | -28.0% |
| 1Y | -14.2% | +31.0% | -45.3% | -17.1% |
| 3Y | +127.3% | +67.6% | +59.6% | +112.4% |
| 5Y | +241.8% | +35.8% | +206.0% | +225.7% |
| 10Y | +381.8% | +63.7% | +318.1% | +335.4% |
| All | +4,206.7% | +326.0% | +3,880.8% | +2,102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling