+193.5%
APTV vs KIM
+196.6%
-3.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | +4.8% | +0.4% | +4.4% | +4.6% |
| 30D | +2.0% | -4.0% | +6.0% | +4.1% |
| 3M | -34.2% | +0.5% | -34.8% | -34.6% |
| 6M | -34.7% | +3.6% | -38.3% | -36.1% |
| YTD | -37.0% | +20.4% | -57.4% | -43.2% |
| 1Y | -40.4% | +9.7% | -50.1% | -43.6% |
| 3Y | -54.1% | +46.0% | -100.1% | -62.7% |
| 5Y | -68.0% | +34.4% | -102.5% | -72.7% |
| 10Y | -15.5% | +29.3% | -44.8% | -34.6% |
| All | +193.5% | +196.6% | -3.1% | +42.9% |
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