+506.6%
APP vs KIM
+69.7%
+437.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | +61.1% | +2.8% | +58.3% | +58.7% |
| 30D | +42.8% | +15.9% | +26.9% | +31.1% |
| 3M | +16.7% | +7.8% | +8.9% | +11.5% |
| 6M | -15.6% | +11.9% | -27.5% | -21.6% |
| YTD | -41.3% | +31.0% | -72.3% | -51.2% |
| 1Y | -39.3% | +32.3% | -71.6% | -50.0% |
| 3Y | +803.2% | +65.5% | +737.7% | +522.6% |
| 5Y | +313.2% | +37.2% | +275.9% | +226.8% |
| All | +506.6% | +69.7% | +437.0% | +371.8% |
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 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