+1,804.4%
APO vs KIM
+169.7%
+1,634.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.0% | +0.4% | -1.4% | -1.3% |
| 30D | +3.5% | -4.0% | +7.4% | +5.3% |
| 3M | +4.5% | +0.5% | +4.0% | +3.8% |
| 6M | +22.8% | +3.6% | +19.2% | +20.0% |
| YTD | -6.5% | +20.4% | -26.9% | -14.9% |
| 1Y | +0.8% | +9.7% | -8.9% | -4.1% |
| 3Y | +62.0% | +46.0% | +16.0% | +33.7% |
| 5Y | +138.2% | +34.4% | +103.8% | +104.6% |
| 10Y | +940.3% | +29.3% | +911.0% | +724.3% |
| All | +1,804.4% | +169.7% | +1,634.7% | +919.0% |
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