+955.2%
APH vs KIM
+64.9%
+890.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | -5.0% | +2.8% | -7.8% | -5.9% |
| 30D | -8.4% | +15.9% | -24.2% | -12.9% |
| 3M | -4.5% | +7.8% | -12.3% | -7.1% |
| 6M | +25.3% | +11.9% | +13.4% | +19.9% |
| YTD | +18.9% | +31.0% | -12.1% | +7.9% |
| 1Y | +11.9% | +32.3% | -20.4% | +1.1% |
| 3Y | +278.0% | +65.5% | +212.5% | +212.2% |
| 5Y | +306.4% | +37.2% | +269.2% | +255.1% |
| 10Y | +955.2% | +63.9% | +891.3% | +646.4% |
| All | +955.2% | +64.9% | +890.2% | +646.4% |
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