+819.7%
APA vs KIM
+3,058.9%
-2,239.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +23.4% | -4.0% | +27.4% | +25.4% |
| 3M | +12.7% | +0.5% | +12.1% | +12.1% |
| 6M | +39.4% | +3.6% | +35.8% | +36.3% |
| YTD | +79.0% | +20.4% | +58.5% | +63.9% |
| 1Y | +88.8% | +9.7% | +79.1% | +79.8% |
| 3Y | +6.4% | +46.0% | -39.6% | -10.8% |
| 5Y | +153.0% | +34.4% | +118.5% | +119.7% |
| 10Y | +7.5% | +29.3% | -21.8% | -7.1% |
| All | +819.7% | +3,058.9% | -2,239.2% | +332.2% |
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 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