-18.4%
APTV vs KIM
+32.5%
-50.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -5.0% | -1.7% | -3.3% | -4.2% |
| 30D | -6.1% | -3.0% | -3.1% | -4.6% |
| 3M | -33.0% | -8.9% | -24.1% | -29.8% |
| 6M | -35.2% | +2.4% | -37.6% | -36.3% |
| YTD | -40.1% | +18.3% | -58.5% | -45.6% |
| 1Y | -45.6% | +8.2% | -53.8% | -48.2% |
| 3Y | -54.4% | +44.0% | -98.4% | -62.6% |
| 5Y | -68.9% | +37.3% | -106.2% | -73.7% |
| All | -18.4% | +32.5% | -50.9% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling