+171.8%
WAB vs KIM
+62.3%
+109.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.8% |
| 7D | +4.0% | +2.8% | +1.1% | +2.9% |
| 30D | +4.5% | +16.3% | -11.9% | -1.4% |
| 3M | +2.3% | +6.6% | -4.4% | -0.2% |
| 6M | +12.5% | +12.3% | +0.2% | +7.1% |
| YTD | +40.2% | +31.6% | +8.6% | +25.0% |
| 1Y | +45.2% | +31.5% | +13.7% | +29.4% |
| 3Y | +171.8% | +68.0% | +103.8% | +124.4% |
| All | +171.8% | +62.3% | +109.5% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling