+944.2%
APH vs KR
+159.4%
+784.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | +0.4% | +0.8% | -0.4% | +0.4% |
| 30D | -8.0% | +11.1% | -19.1% | -8.1% |
| 3M | -5.0% | +24.4% | -29.4% | -5.4% |
| 6M | +29.9% | +8.5% | +21.4% | +29.8% |
| YTD | +18.0% | +13.1% | +4.8% | +17.3% |
| 1Y | +11.3% | +9.3% | +2.0% | +10.9% |
| 3Y | +274.9% | +69.3% | +205.6% | +257.0% |
| 5Y | +300.6% | +83.2% | +217.4% | +278.2% |
| 10Y | +944.2% | +154.6% | +789.6% | +834.4% |
| All | +944.2% | +159.4% | +784.8% | +834.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling