+107.2%
APA vs KIM
+33.1%
+74.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.6% | -10.4% | -6.1% |
| 7D | -13.0% | +10.6% | -23.6% | -11.4% |
| 30D | +2.0% | +17.5% | -15.5% | +4.6% |
| 3M | +24.9% | +4.7% | +20.2% | +25.6% |
| 6M | +7.2% | +13.1% | -6.0% | +10.4% |
| YTD | +87.1% | +32.1% | +55.0% | +79.1% |
| 1Y | +107.2% | +32.7% | +74.5% | +99.0% |
| All | +107.2% | +33.1% | +74.0% | +99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling