+6.4%
APD vs KIM
+10.3%
-3.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -1.9% | -1.7% | -0.2% | -1.5% |
| 3M | +8.2% | -0.8% | +9.1% | +7.4% |
| 6M | +10.7% | +4.4% | +6.3% | +7.9% |
| YTD | +22.9% | +21.2% | +1.7% | +8.3% |
| All | +6.4% | +10.3% | -3.9% | -2.6% |
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