+50.8%
APH vs KIM
+9.7%
+41.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +5.0% | +0.4% | +4.5% | +4.9% |
| 30D | -3.9% | -4.0% | +0.1% | -3.8% |
| 3M | +13.0% | +0.5% | +12.4% | +10.6% |
| 6M | +25.2% | +3.6% | +21.5% | +21.2% |
| YTD | +22.9% | +20.4% | +2.5% | +21.3% |
| All | +50.8% | +9.7% | +41.0% | +51.3% |
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 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