+252.4%
APP vs KIM
+36.8%
+215.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.5% |
| 7D | +48.9% | -1.0% | +50.0% | +49.7% |
| 30D | +49.4% | +14.8% | +34.6% | +36.2% |
| 3M | +27.0% | +8.1% | +18.9% | +20.2% |
| 6M | -15.4% | +11.7% | -27.1% | -22.3% |
| YTD | -39.9% | +30.7% | -70.7% | -51.5% |
| 1Y | -32.0% | +29.7% | -61.7% | -44.9% |
| 3Y | +824.3% | +65.1% | +759.3% | +486.5% |
| 5Y | +252.4% | +34.7% | +217.8% | +168.8% |
| All | +252.4% | +36.8% | +215.7% | +168.8% |
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