+261.5%
WAB vs KIM
+63.6%
+197.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +5.1% | +0.1% | +4.9% | +5.0% |
| 30D | +4.0% | +14.1% | -10.1% | -2.2% |
| 3M | +0.1% | +6.0% | -5.9% | -2.7% |
| 6M | +12.8% | +13.2% | -0.5% | +6.0% |
| YTD | +40.1% | +30.4% | +9.7% | +23.4% |
| 1Y | +46.4% | +31.0% | +15.3% | +28.5% |
| 3Y | +167.4% | +67.6% | +99.7% | +106.6% |
| 5Y | +215.0% | +35.8% | +179.3% | +165.1% |
| All | +261.5% | +63.6% | +197.9% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling