+459.5%
AJG vs KIM
+32.5%
+427.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -8.3% | -1.7% | -6.5% | -7.8% |
| 30D | -5.7% | -3.0% | -2.7% | -4.9% |
| 3M | +9.1% | -8.9% | +18.0% | +11.8% |
| 6M | +15.2% | +2.4% | +12.8% | +14.4% |
| YTD | -6.3% | +18.3% | -24.6% | -10.5% |
| 1Y | -19.1% | +8.2% | -27.3% | -20.9% |
| 3Y | +8.2% | +44.0% | -35.8% | -3.2% |
| 5Y | +75.6% | +37.3% | +38.3% | +57.8% |
| All | +459.5% | +32.5% | +427.0% | +357.3% |
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