-26.4%
APP vs KIM
+30.6%
-57.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.6% | +4.1% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +56.0% | +14.1% | +41.9% | +65.2% |
| 3M | +30.8% | +6.0% | +24.8% | +33.2% |
| 6M | -9.8% | +13.2% | -23.0% | -2.9% |
| YTD | -39.3% | +30.4% | -69.7% | -20.6% |
| 1Y | -26.4% | +31.0% | -57.5% | -3.4% |
| All | -26.4% | +30.6% | -57.0% | -3.4% |
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