-46.5%
APTV vs KIM
+33.1%
-79.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.1% | +3.6% |
| 7D | -1.9% | +10.6% | -12.5% | -4.4% |
| 30D | -1.4% | +17.5% | -18.9% | -5.5% |
| 3M | -9.3% | +4.7% | -14.1% | -10.4% |
| 6M | -27.3% | +13.1% | -40.5% | -29.5% |
| YTD | -43.1% | +32.1% | -75.2% | -48.2% |
| 1Y | -46.5% | +32.7% | -79.2% | -51.5% |
| All | -46.5% | +33.1% | -79.6% | -51.5% |
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