+282.2%
APH vs KIM
+31.1%
+251.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.3% |
| 7D | -5.9% | +4.1% | -10.0% | -7.5% |
| 30D | -14.8% | +16.8% | -31.6% | -20.4% |
| 3M | -12.4% | +5.7% | -18.1% | -14.6% |
| 6M | +8.1% | +9.7% | -1.6% | +3.0% |
| YTD | +10.9% | +30.2% | -19.3% | -2.2% |
| 1Y | +8.8% | +32.1% | -23.3% | -4.9% |
| 3Y | +262.1% | +58.6% | +203.5% | +180.6% |
| All | +282.2% | +31.1% | +251.1% | +220.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling