+892.4%
APP vs KIM
+57.8%
+834.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +10.0% |
| 7D | +71.2% | +4.1% | +67.1% | +68.9% |
| 30D | +39.1% | +16.8% | +22.3% | +32.0% |
| 3M | +16.5% | +5.7% | +10.8% | +14.3% |
| 6M | -16.6% | +9.7% | -26.2% | -19.6% |
| YTD | -41.9% | +30.2% | -72.2% | -48.5% |
| 1Y | -37.0% | +32.1% | -69.1% | -44.7% |
| 3Y | +892.4% | +58.6% | +833.8% | +698.1% |
| All | +892.4% | +57.8% | +834.6% | +698.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling