+226.2%
WAB vs KIM
+36.8%
+189.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | -4.4% | -4.0% | -0.5% | -2.6% |
| 3M | +7.9% | +0.5% | +7.3% | +7.1% |
| 6M | +8.7% | +3.6% | +5.1% | +6.3% |
| YTD | +33.0% | +20.4% | +12.5% | +20.4% |
| 1Y | +46.7% | +9.7% | +37.0% | +39.0% |
| 3Y | +153.0% | +46.0% | +107.0% | +102.3% |
| All | +226.2% | +36.8% | +189.4% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling