+6.3%
MAGS vs KIM
+33.1%
-26.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.3% | +2.7% |
| 7D | -1.4% | +10.6% | -12.0% | +0.1% |
| 30D | -4.4% | +17.5% | -21.9% | -2.3% |
| 3M | +1.9% | +4.7% | -2.8% | +3.2% |
| 6M | +4.9% | +13.1% | -8.2% | +5.9% |
| YTD | +6.5% | +32.1% | -25.5% | +9.0% |
| 1Y | +6.3% | +32.7% | -26.4% | +8.6% |
| All | +6.3% | +33.1% | -26.8% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling