+142.2%
APTV vs KIM
+222.7%
-80.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -4.3% | +2.8% | -7.0% | -5.6% |
| 30D | -9.7% | +15.9% | -25.5% | -16.4% |
| 3M | -20.6% | +7.8% | -28.3% | -23.7% |
| 6M | -31.7% | +11.9% | -43.6% | -35.8% |
| YTD | -48.0% | +31.0% | -79.0% | -55.2% |
| 1Y | -52.1% | +32.3% | -84.4% | -58.9% |
| 3Y | -47.9% | +65.5% | -113.4% | -60.2% |
| 5Y | -76.9% | +37.2% | -114.1% | -80.5% |
| 10Y | -26.7% | +63.9% | -90.6% | -49.7% |
| All | +142.2% | +222.7% | -80.5% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling