+163.7%
APD vs KIM
+29.1%
+134.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -1.9% | -1.7% | -0.2% | -1.4% |
| 3M | +8.2% | -0.8% | +9.1% | +8.3% |
| 6M | +10.7% | +4.4% | +6.3% | +9.0% |
| YTD | +22.9% | +21.2% | +1.7% | +15.8% |
| 1Y | +5.8% | +10.5% | -4.8% | +2.3% |
| 3Y | +7.8% | +47.5% | -39.7% | -4.3% |
| 5Y | +26.1% | +37.1% | -11.0% | +13.2% |
| 10Y | +163.7% | +29.5% | +134.2% | +113.9% |
| All | +163.7% | +29.1% | +134.6% | +113.9% |
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