+29.9%
KIM vs WTW
+198.0%
-168.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.7% | -5.7% | +4.0% | +1.1% |
| 30D | -3.0% | -7.3% | +4.3% | +0.5% |
| 3M | -8.9% | +21.5% | -30.3% | -18.1% |
| 6M | +2.4% | +9.6% | -7.2% | -4.0% |
| YTD | +18.3% | -3.3% | +21.6% | +17.4% |
| 1Y | +8.2% | -6.1% | +14.3% | +8.9% |
| 3Y | +44.0% | +61.8% | -17.8% | +4.0% |
| 5Y | +37.3% | +42.7% | -5.3% | +5.2% |
| All | +29.9% | +198.0% | -168.1% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling