-40.4%
APTV vs KIM
+9.1%
-49.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.4% |
| 7D | +4.8% | -0.8% | +5.6% | +5.0% |
| 30D | +2.0% | -5.1% | +7.1% | +3.6% |
| 3M | -34.2% | -0.6% | -33.6% | -33.9% |
| 6M | -34.7% | +2.4% | -37.1% | -35.3% |
| YTD | -37.0% | +19.0% | -56.0% | -41.6% |
| 1Y | -40.4% | +8.4% | -48.8% | -42.9% |
| All | -40.4% | +9.1% | -49.5% | -42.9% |
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 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