+44.7%
KIM vs WTW
+61.8%
-17.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -1.5% | -7.8% | +6.3% | +0.4% |
| 30D | -1.7% | -7.9% | +6.2% | +0.2% |
| 3M | -7.1% | +19.9% | -27.1% | -11.8% |
| 6M | +2.9% | +9.8% | -6.9% | -0.4% |
| YTD | +18.8% | -3.3% | +22.2% | +19.1% |
| 1Y | +9.4% | -3.3% | +12.7% | +9.5% |
| All | +44.7% | +61.8% | -17.1% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling