+276.0%
WAB vs KIM
+64.2%
+211.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +4.0% | +2.8% | +1.3% | +2.8% |
| 30D | +6.3% | +15.9% | -9.6% | -0.7% |
| 3M | +3.3% | +7.8% | -4.5% | -0.4% |
| 6M | +14.5% | +11.9% | +2.6% | +8.2% |
| YTD | +42.7% | +31.0% | +11.6% | +25.3% |
| 1Y | +45.2% | +32.3% | +12.8% | +26.9% |
| 3Y | +173.8% | +65.5% | +108.3% | +112.7% |
| 5Y | +223.8% | +37.2% | +186.6% | +171.2% |
| All | +276.0% | +64.2% | +211.8% | +124.6% |
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