-32.0%
APP vs KIM
+31.2%
-63.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.2% |
| 7D | +48.9% | -1.0% | +50.0% | +48.5% |
| 30D | +49.4% | +14.8% | +34.6% | +58.3% |
| 3M | +27.0% | +8.1% | +18.9% | +30.6% |
| 6M | -15.4% | +11.7% | -27.1% | -10.3% |
| YTD | -39.9% | +30.7% | -70.7% | -22.9% |
| 1Y | -32.0% | +29.7% | -61.7% | -12.3% |
| All | -32.0% | +31.2% | -63.2% | -12.3% |
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