+32.7%
KIM vs WETO
-99.3%
+132.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.4% | -7.8% | +3.5% |
| 7D | +10.6% | +3.6% | +7.0% | +10.6% |
| 30D | +17.5% | -17.2% | +34.7% | +17.5% |
| 3M | +4.7% | -83.7% | +88.4% | +4.6% |
| 6M | +13.1% | -98.3% | +111.4% | +13.2% |
| YTD | +32.1% | -99.0% | +131.1% | +32.7% |
| 1Y | +32.7% | -99.4% | +132.0% | +34.3% |
| All | +32.7% | -99.3% | +132.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling