+79,809.5%
APH vs KIM
+3,058.9%
+76,750.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.7% | -48.5% | -48.0% |
| 7D | -48.7% | +0.3% | -49.0% | -48.9% |
| 30D | -51.9% | -4.0% | -48.0% | -51.4% |
| 3M | -43.6% | +0.5% | -44.1% | -44.0% |
| 6M | -37.5% | +3.6% | -41.1% | -38.6% |
| YTD | -38.6% | +20.4% | -59.1% | -42.7% |
| 1Y | -26.3% | +9.7% | -36.0% | -29.2% |
| 3Y | +89.2% | +46.0% | +43.2% | +62.9% |
| 5Y | +119.8% | +34.4% | +85.4% | +93.4% |
| 10Y | +454.3% | +29.3% | +425.0% | +348.7% |
| All | +79,809.5% | +3,058.9% | +76,750.6% | +35,795.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling