-2.6%
APA vs KIM
+29.7%
-32.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.5% |
| 7D | +0.3% | -1.0% | +1.3% | +1.0% |
| 30D | +9.3% | -1.1% | +10.4% | +10.1% |
| 3M | +23.3% | -5.3% | +28.7% | +27.5% |
| 6M | +39.5% | +3.9% | +35.6% | +33.8% |
| YTD | +87.6% | +20.3% | +67.3% | +62.0% |
| 1Y | +114.2% | +10.4% | +103.8% | +96.0% |
| 3Y | +13.6% | +46.3% | -32.7% | -16.8% |
| 5Y | +175.6% | +37.6% | +138.0% | +107.1% |
| 10Y | -2.6% | +34.5% | -37.1% | -37.2% |
| All | -2.6% | +29.7% | -32.3% | -37.2% |
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