+343.4%
CAG vs KIM
+3,058.9%
-2,715.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.8% | +0.4% | -4.2% | -3.8% |
| 30D | +3.1% | -4.0% | +7.1% | +3.8% |
| 3M | +23.5% | +0.5% | +22.9% | +23.4% |
| 6M | -14.8% | +3.6% | -18.5% | -15.3% |
| YTD | -5.4% | +20.4% | -25.9% | -8.0% |
| 1Y | -11.8% | +9.7% | -21.5% | -13.0% |
| 3Y | -36.7% | +46.0% | -82.6% | -40.3% |
| 5Y | -40.3% | +34.4% | -74.7% | -43.5% |
| 10Y | -37.0% | +29.3% | -66.3% | -42.6% |
| All | +343.4% | +3,058.9% | -2,715.6% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling