+166.1%
APA vs KIM
+37.7%
+128.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | -1.7% | -0.3% | -1.4% | -1.5% |
| 30D | +15.7% | -1.7% | +17.4% | +16.8% |
| 3M | +16.5% | -0.8% | +17.3% | +16.5% |
| 6M | +35.1% | +4.4% | +30.7% | +30.0% |
| YTD | +82.2% | +21.2% | +61.0% | +59.0% |
| 1Y | +102.5% | +10.5% | +91.9% | +87.1% |
| 3Y | +10.3% | +47.5% | -37.2% | -16.8% |
| 5Y | +166.1% | +37.1% | +129.0% | +103.6% |
| All | +166.1% | +37.7% | +128.4% | +103.6% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling