+930.0%
APH vs KIM
+63.6%
+866.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -5.4% | +14.1% | -19.5% | -9.7% |
| 3M | -5.5% | +6.0% | -11.5% | -7.5% |
| 6M | +25.9% | +13.2% | +12.7% | +20.0% |
| YTD | +16.4% | +30.4% | -14.0% | +5.7% |
| 1Y | +16.5% | +31.0% | -14.5% | +5.5% |
| 3Y | +270.9% | +67.6% | +203.2% | +205.0% |
| 5Y | +289.5% | +35.8% | +253.7% | +241.4% |
| All | +930.0% | +63.6% | +866.4% | +634.8% |
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