+12,001.6%
AJG vs KIM
+3,017.4%
+8,984.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -8.5% | -1.5% | -7.0% | -8.2% |
| 30D | -3.8% | -1.7% | -2.1% | -3.4% |
| 3M | +10.8% | -7.1% | +18.0% | +12.9% |
| 6M | +15.6% | +2.9% | +12.7% | +14.6% |
| YTD | -5.1% | +18.8% | -24.0% | -9.4% |
| 1Y | -16.0% | +9.4% | -25.5% | -18.1% |
| 3Y | +9.7% | +44.6% | -34.8% | -1.5% |
| 5Y | +77.8% | +37.9% | +39.9% | +60.0% |
| 10Y | +478.2% | +32.9% | +445.3% | +385.7% |
| All | +12,001.6% | +3,017.4% | +8,984.2% | +4,683.7% |
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 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