+528.8%
APP vs KIM
+70.3%
+458.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.2% |
| 7D | +79.2% | +2.8% | +76.3% | +76.3% |
| 30D | +48.0% | +16.3% | +31.7% | +35.6% |
| 3M | +18.2% | +6.6% | +11.6% | +13.7% |
| 6M | -12.5% | +12.3% | -24.8% | -18.9% |
| YTD | -39.2% | +31.6% | -70.7% | -49.5% |
| 1Y | -33.9% | +31.5% | -65.4% | -45.3% |
| 3Y | +933.3% | +68.0% | +865.3% | +605.4% |
| 5Y | +295.9% | +38.7% | +257.2% | +212.6% |
| All | +528.8% | +70.3% | +458.5% | +388.0% |
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 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