+289.9%
WAB vs KIM
+29.7%
+260.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +0.2% | -1.0% | +1.2% | +0.7% |
| 30D | -4.6% | -1.1% | -3.5% | -4.1% |
| 3M | +5.6% | -5.3% | +11.0% | +8.0% |
| 6M | +13.8% | +3.9% | +9.9% | +11.5% |
| YTD | +31.9% | +20.3% | +11.6% | +20.7% |
| 1Y | +48.3% | +10.4% | +37.8% | +40.9% |
| 3Y | +167.1% | +46.3% | +120.8% | +119.5% |
| 5Y | +222.9% | +37.6% | +185.3% | +170.4% |
| 10Y | +289.9% | +34.5% | +255.4% | +165.1% |
| All | +289.9% | +29.7% | +260.2% | +165.1% |
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