-69.1%
APTV vs KIM
+37.7%
-106.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -5.1% |
| 7D | +2.0% | -0.3% | +2.3% | +2.2% |
| 30D | -7.7% | -1.7% | -6.0% | -6.6% |
| 3M | -34.0% | -0.8% | -33.2% | -33.8% |
| 6M | -37.1% | +4.4% | -41.5% | -39.5% |
| YTD | -39.9% | +21.2% | -61.1% | -48.7% |
| 1Y | -44.4% | +10.5% | -55.0% | -49.1% |
| 3Y | -54.5% | +47.5% | -102.0% | -67.4% |
| 5Y | -69.1% | +37.1% | -106.2% | -75.8% |
| All | -69.1% | +37.7% | -106.8% | -75.8% |
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