+288.5%
APH vs KIM
+62.3%
+226.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.0% | +7.2% | +8.0% |
| 7D | +1.1% | +2.8% | -1.7% | +0.5% |
| 30D | -7.5% | +16.3% | -23.8% | -10.9% |
| 3M | -4.4% | +6.6% | -11.1% | -5.8% |
| 6M | +26.5% | +12.3% | +14.2% | +21.9% |
| YTD | +20.0% | +31.6% | -11.5% | +10.4% |
| 1Y | +16.9% | +31.5% | -14.6% | +7.4% |
| 3Y | +288.5% | +68.0% | +220.5% | +233.3% |
| All | +288.5% | +62.3% | +226.2% | +233.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling