-42.6%
CAG vs KIM
+35.1%
-77.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | -5.9% | -1.5% | -4.4% | -5.5% |
| 30D | -1.5% | -1.7% | +0.1% | -1.1% |
| 3M | +11.5% | -7.1% | +18.6% | +13.6% |
| 6M | -15.7% | +2.9% | -18.6% | -16.2% |
| YTD | -10.2% | +18.8% | -29.1% | -13.8% |
| 1Y | -18.1% | +9.4% | -27.5% | -19.9% |
| 3Y | -39.4% | +44.6% | -84.0% | -44.4% |
| 5Y | -42.6% | +37.9% | -80.5% | -47.1% |
| All | -42.6% | +35.1% | -77.6% | -47.1% |
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