+191.0%
MAGS vs KIM
+44.5%
+146.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +0.8% | -1.0% | +1.8% | +1.0% |
| 30D | +0.4% | -1.1% | +1.5% | +0.6% |
| 3M | +5.6% | -5.3% | +10.9% | +6.7% |
| 6M | +12.3% | +3.9% | +8.4% | +10.8% |
| YTD | +5.1% | +20.3% | -15.2% | -0.3% |
| 1Y | +14.0% | +10.4% | +3.5% | +10.6% |
| 3Y | +129.4% | +46.3% | +83.1% | +111.3% |
| All | +191.0% | +44.5% | +146.5% | +172.9% |
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