+2,126.8%
AEP vs KIM
+3,337.3%
-1,210.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.8% | +2.8% | -3.6% | -1.4% |
| 30D | +4.9% | +15.9% | -11.0% | +1.8% |
| 3M | +4.9% | +7.8% | -2.9% | +3.3% |
| 6M | -0.3% | +11.9% | -12.2% | -2.6% |
| YTD | +14.3% | +31.0% | -16.8% | +8.2% |
| 1Y | +7.5% | +32.3% | -24.8% | +1.5% |
| 3Y | +82.6% | +65.5% | +17.2% | +64.0% |
| 5Y | +81.5% | +37.2% | +44.3% | +67.6% |
| 10Y | +203.2% | +63.9% | +139.3% | +153.5% |
| All | +2,126.8% | +3,337.3% | -1,210.5% | +999.5% |
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 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