+187.8%
MAGS vs KIM
+57.5%
+130.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.3% | +2.8% | -3.0% | -0.8% |
| 30D | -7.1% | +15.9% | -23.0% | -9.9% |
| 3M | -0.7% | +7.8% | -8.5% | -2.2% |
| 6M | -1.5% | +11.9% | -13.4% | -4.3% |
| YTD | +3.9% | +31.0% | -27.1% | -3.1% |
| 1Y | +3.1% | +32.3% | -29.3% | -4.2% |
| 3Y | +121.6% | +65.5% | +56.1% | +99.9% |
| All | +187.8% | +57.5% | +130.3% | +165.2% |
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