+4,319.4%
WAB vs KIM
+1,353.9%
+2,965.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.7% |
| 7D | +4.0% | +2.8% | +1.1% | +2.7% |
| 30D | +4.5% | +16.3% | -11.9% | -2.3% |
| 3M | +2.3% | +6.6% | -4.4% | -0.8% |
| 6M | +12.5% | +12.3% | +0.2% | +6.4% |
| YTD | +40.2% | +31.6% | +8.6% | +23.7% |
| 1Y | +45.2% | +31.5% | +13.7% | +28.1% |
| 3Y | +171.8% | +68.0% | +103.8% | +112.5% |
| 5Y | +217.6% | +38.7% | +178.9% | +167.3% |
| 10Y | +285.3% | +65.7% | +219.6% | +171.5% |
| All | +4,319.4% | +1,353.9% | +2,965.6% | +1,390.4% |
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