+333.0%
APP vs KIM
+34.4%
+298.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.6% |
| 30D | -23.3% | -4.0% | -19.3% | -21.1% |
| 3M | -42.6% | +0.5% | -43.2% | -43.3% |
| 6M | -33.6% | +3.6% | -37.2% | -35.8% |
| YTD | -52.4% | +20.4% | -72.9% | -59.0% |
| 1Y | -35.9% | +9.7% | -45.6% | -41.3% |
| 3Y | +642.2% | +46.0% | +596.2% | +428.6% |
| All | +333.0% | +34.4% | +298.5% | +257.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling