-0.9%
APA vs KIM
+65.6%
-66.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.9% |
| 7D | -8.7% | +2.8% | -11.6% | -10.7% |
| 30D | -2.4% | +16.3% | -18.7% | -12.5% |
| 3M | +19.0% | +6.6% | +12.3% | +13.1% |
| 6M | +26.8% | +12.3% | +14.5% | +15.4% |
| YTD | +87.3% | +31.6% | +55.8% | +51.2% |
| 1Y | +92.3% | +31.5% | +60.8% | +55.3% |
| 3Y | +37.3% | +68.0% | -30.7% | -8.7% |
| 5Y | +73.2% | +38.7% | +34.5% | +29.3% |
| 10Y | -0.9% | +65.7% | -66.6% | -43.4% |
| All | -0.9% | +65.6% | -66.4% | -43.4% |
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