+37.9%
KIM vs WTW
+42.3%
-4.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -1.5% | -7.8% | +6.3% | +1.6% |
| 30D | -1.7% | -7.9% | +6.2% | +1.3% |
| 3M | -7.1% | +19.9% | -27.1% | -14.4% |
| 6M | +2.9% | +9.8% | -6.9% | -2.3% |
| YTD | +18.8% | -3.3% | +22.2% | +18.7% |
| 1Y | +9.4% | -3.3% | +12.7% | +9.0% |
| 3Y | +44.6% | +61.5% | -17.0% | +5.6% |
| 5Y | +37.9% | +42.6% | -4.6% | +2.9% |
| All | +37.9% | +42.3% | -4.4% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling