-41.0%
CAG vs KIM
+34.6%
-75.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -3.3% | +0.1% | -3.5% | -3.4% |
| 30D | +7.7% | +14.1% | -6.4% | +4.0% |
| 3M | -3.2% | +6.0% | -9.2% | -4.7% |
| 6M | +7.0% | +13.2% | -6.3% | +3.7% |
| YTD | -9.0% | +30.4% | -39.4% | -14.8% |
| 1Y | -9.6% | +31.0% | -40.6% | -15.5% |
| 3Y | -36.0% | +67.6% | -103.6% | -43.3% |
| All | -41.0% | +34.6% | -75.5% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling