+170.8%
AEP vs KIM
+33.1%
+137.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -1.0% | -1.5% | +0.5% | -0.7% |
| 30D | -0.1% | -1.7% | +1.6% | +0.3% |
| 3M | -3.2% | -7.1% | +3.9% | -1.7% |
| 6M | -5.3% | +2.9% | -8.2% | -5.9% |
| YTD | +9.5% | +18.8% | -9.3% | +5.6% |
| 1Y | +17.5% | +9.4% | +8.1% | +15.1% |
| 3Y | +77.0% | +44.6% | +32.4% | +62.7% |
| 5Y | +66.4% | +37.9% | +28.4% | +53.3% |
| All | +170.8% | +33.1% | +137.7% | +157.5% |
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