+4,408.2%
WAB vs KIM
+1,344.8%
+3,063.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +3.1% | -1.0% | +4.1% | +3.6% |
| 30D | +6.4% | +14.8% | -8.3% | +0.1% |
| 3M | +2.2% | +8.1% | -6.0% | -1.5% |
| 6M | +13.7% | +11.7% | +2.0% | +7.8% |
| YTD | +43.0% | +30.7% | +12.3% | +26.5% |
| 1Y | +47.0% | +29.7% | +17.2% | +30.4% |
| 3Y | +174.4% | +65.1% | +109.3% | +116.2% |
| 5Y | +222.2% | +34.7% | +187.5% | +174.6% |
| 10Y | +276.9% | +64.1% | +212.8% | +166.6% |
| All | +4,408.2% | +1,344.8% | +3,063.4% | +1,424.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling