+27.9%
APD vs KIM
+34.4%
-6.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | +2.1% | -4.0% | +6.1% | +3.7% |
| 3M | +7.2% | +0.5% | +6.6% | +6.5% |
| 6M | +11.2% | +3.6% | +7.6% | +8.9% |
| YTD | +24.4% | +20.4% | +4.0% | +14.0% |
| 1Y | +6.7% | +9.7% | -3.0% | +1.7% |
| 3Y | +9.2% | +46.0% | -36.7% | -8.3% |
| All | +27.9% | +34.4% | -6.5% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling