+64.2%
AIG vs KIM
+32.5%
+31.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -1.2% | -1.7% | +0.6% | -0.3% |
| 30D | -1.1% | -3.0% | +1.9% | +0.5% |
| 3M | +0.7% | -8.9% | +9.6% | +5.5% |
| 6M | -2.2% | +2.4% | -4.6% | -3.8% |
| YTD | -10.8% | +18.3% | -29.2% | -18.9% |
| 1Y | -2.0% | +8.2% | -10.2% | -6.7% |
| 3Y | +34.8% | +44.0% | -9.2% | +7.1% |
| 5Y | +55.0% | +37.3% | +17.7% | +23.9% |
| All | +64.2% | +32.5% | +31.7% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling