+187.8%
APD vs KIM
+65.6%
+122.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | -1.6% | +2.8% | -4.4% | -2.3% |
| 30D | +10.6% | +16.3% | -5.7% | +5.9% |
| 3M | +2.5% | +6.6% | -4.1% | +0.6% |
| 6M | +6.0% | +12.3% | -6.4% | +2.2% |
| YTD | +28.4% | +31.6% | -3.1% | +18.2% |
| 1Y | +22.2% | +31.5% | -9.4% | +12.4% |
| 3Y | +26.6% | +68.0% | -41.4% | +8.4% |
| 5Y | +11.8% | +38.7% | -26.9% | -0.3% |
| 10Y | +187.8% | +65.7% | +122.1% | +119.9% |
| All | +187.8% | +65.6% | +122.2% | +119.9% |
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