-55.4%
APP vs KIM
+33.1%
-88.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +12.0% |
| 7D | +4.5% | +10.6% | -6.1% | +9.3% |
| 30D | -3.6% | +17.5% | -21.1% | +4.1% |
| 3M | -35.3% | +4.7% | -40.0% | -34.9% |
| 6M | -42.8% | +13.1% | -55.9% | -38.4% |
| YTD | -59.7% | +32.1% | -91.7% | -46.0% |
| 1Y | -55.4% | +32.7% | -88.0% | -39.8% |
| All | -55.4% | +33.1% | -88.5% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling