+35.1%
APD vs KIM
+33.1%
+2.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.2% |
| 7D | +3.8% | +10.6% | -6.8% | +2.0% |
| 30D | +14.1% | +17.5% | -3.4% | +11.1% |
| 3M | +8.2% | +4.7% | +3.5% | +7.0% |
| 6M | +7.5% | +13.1% | -5.6% | +3.6% |
| YTD | +31.7% | +32.1% | -0.4% | +13.7% |
| 1Y | +35.1% | +32.7% | +2.4% | +16.1% |
| All | +35.1% | +33.1% | +2.0% | +16.1% |
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