+190.0%
MAGS vs KIM
+45.7%
+144.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +1.2% | -0.3% | +1.6% | +1.3% |
| 30D | -0.1% | -1.7% | +1.6% | +0.3% |
| 3M | +3.8% | -0.8% | +4.6% | +3.7% |
| 6M | +13.2% | +4.4% | +8.8% | +11.6% |
| YTD | +4.7% | +21.2% | -16.5% | -0.8% |
| 1Y | +14.4% | +10.5% | +3.8% | +11.0% |
| 3Y | +128.6% | +47.5% | +81.1% | +110.2% |
| All | +190.0% | +45.7% | +144.3% | +171.4% |
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