+503.8%
APP vs KIM
+68.2%
+435.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | +10.6% | -0.7% | +11.2% | +11.0% |
| 30D | +44.6% | +13.4% | +31.2% | +34.4% |
| 3M | +29.6% | +6.5% | +23.1% | +24.7% |
| 6M | -19.8% | +10.6% | -30.4% | -25.0% |
| YTD | -41.6% | +29.9% | -71.5% | -51.2% |
| 1Y | -32.7% | +29.6% | -62.2% | -43.8% |
| 3Y | +799.0% | +64.1% | +735.0% | +522.7% |
| 5Y | +250.4% | +35.3% | +215.1% | +178.4% |
| All | +503.8% | +68.2% | +435.6% | +371.9% |
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