-11.8%
CAG vs KIM
+10.4%
-22.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.8% | +0.4% | -4.2% | -4.0% |
| 30D | +3.1% | -4.0% | +7.1% | +5.0% |
| 3M | +23.5% | +0.5% | +22.9% | +24.3% |
| 6M | -14.8% | +3.6% | -18.5% | -15.2% |
| YTD | -5.4% | +20.4% | -25.9% | -11.8% |
| 1Y | -11.8% | +9.7% | -21.5% | -18.2% |
| All | -11.8% | +10.4% | -22.2% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling