-54.5%
APTV vs KIM
+47.7%
-102.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -5.0% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -7.7% | -1.7% | -6.0% | -6.8% |
| 3M | -34.0% | -0.8% | -33.2% | -33.8% |
| 6M | -37.1% | +4.4% | -41.5% | -39.2% |
| YTD | -39.9% | +21.2% | -61.1% | -47.7% |
| 1Y | -44.4% | +10.5% | -55.0% | -48.5% |
| 3Y | -54.5% | +47.5% | -102.0% | -64.2% |
| All | -54.5% | +47.7% | -102.2% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling