-26.3%
APH vs KIM
+9.1%
-35.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.5% | -47.3% | -47.7% |
| 7D | -48.7% | -0.9% | -47.8% | -48.6% |
| 30D | -51.9% | -5.1% | -46.8% | -51.8% |
| 3M | -43.6% | -0.6% | -42.9% | -44.6% |
| 6M | -37.5% | +2.4% | -39.9% | -39.4% |
| YTD | -38.6% | +19.0% | -57.7% | -39.2% |
| 1Y | -26.3% | +8.4% | -34.7% | -26.7% |
| All | -26.3% | +9.1% | -35.5% | -26.7% |
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