+845.7%
APO vs KIM
+64.9%
+780.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +8.1% | +2.8% | +5.3% | +6.9% |
| 30D | +3.4% | +15.9% | -12.4% | -3.1% |
| 3M | -6.6% | +7.8% | -14.4% | -9.7% |
| 6M | -7.1% | +11.9% | -18.9% | -12.0% |
| YTD | -14.1% | +31.0% | -45.2% | -24.6% |
| 1Y | -4.7% | +32.3% | -37.0% | -16.7% |
| 3Y | +51.3% | +65.5% | -14.2% | +19.3% |
| 5Y | +82.7% | +37.2% | +45.5% | +56.3% |
| 10Y | +845.7% | +63.9% | +781.8% | +528.1% |
| All | +845.7% | +64.9% | +780.8% | +528.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling