+285.6%
APH vs KIM
+46.3%
+239.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +5.0% | +0.4% | +4.5% | +4.8% |
| 30D | -3.9% | -4.0% | +0.1% | -2.8% |
| 3M | +13.0% | +0.5% | +12.4% | +12.0% |
| 6M | +25.2% | +3.6% | +21.5% | +23.0% |
| YTD | +22.9% | +20.4% | +2.5% | +15.4% |
| 1Y | +47.8% | +9.7% | +38.1% | +42.8% |
| All | +285.6% | +46.3% | +239.3% | +237.1% |
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