+188.2%
MAGS vs KIM
+56.7%
+131.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -5.8% | +14.1% | -19.9% | -8.3% |
| 3M | +0.2% | +6.0% | -5.7% | -0.9% |
| 6M | -2.7% | +13.2% | -15.9% | -5.6% |
| YTD | +4.1% | +30.4% | -26.3% | -2.8% |
| 1Y | +7.5% | +31.0% | -23.5% | +0.2% |
| 3Y | +122.0% | +67.6% | +54.4% | +100.2% |
| All | +188.2% | +56.7% | +131.6% | +165.9% |
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 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