+337.1%
CAG vs KIM
+3,080.3%
-2,743.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | +1.0% | -1.7% | +2.7% | +1.3% |
| 3M | +17.4% | -0.8% | +18.2% | +17.6% |
| 6M | -16.8% | +4.4% | -21.2% | -17.3% |
| YTD | -6.8% | +21.2% | -28.0% | -9.4% |
| 1Y | -15.4% | +10.5% | -25.9% | -16.6% |
| 3Y | -37.1% | +47.5% | -84.6% | -40.8% |
| 5Y | -41.3% | +37.1% | -78.3% | -44.6% |
| 10Y | -35.5% | +29.5% | -65.0% | -41.2% |
| All | +337.1% | +3,080.3% | -2,743.3% | +223.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling