-37.7%
CAG vs KIM
+32.5%
-70.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -5.7% | -1.7% | -3.9% | -5.4% |
| 30D | -2.4% | -3.0% | +0.6% | -2.0% |
| 3M | +9.8% | -8.9% | +18.7% | +11.3% |
| 6M | -10.8% | +2.4% | -13.2% | -11.1% |
| YTD | -10.8% | +18.3% | -29.2% | -12.8% |
| 1Y | -19.0% | +8.2% | -27.1% | -19.8% |
| 3Y | -39.7% | +44.0% | -83.7% | -42.6% |
| 5Y | -43.0% | +37.3% | -80.3% | -45.8% |
| All | -37.7% | +32.5% | -70.2% | -42.5% |
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