+234.8%
WAT vs KIM
+65.6%
+169.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.9% |
| 7D | +6.0% | +2.8% | +3.2% | +5.3% |
| 30D | +9.9% | +16.3% | -6.4% | +5.5% |
| 3M | +17.2% | +6.6% | +10.5% | +15.0% |
| 6M | +34.2% | +12.3% | +21.9% | +29.6% |
| YTD | +25.5% | +31.6% | -6.0% | +16.0% |
| 1Y | +28.3% | +31.5% | -3.3% | +18.5% |
| 3Y | +88.4% | +68.0% | +20.4% | +63.8% |
| 5Y | +36.1% | +38.7% | -2.6% | +23.2% |
| 10Y | +234.8% | +65.7% | +169.1% | +158.4% |
| All | +234.8% | +65.6% | +169.2% | +158.4% |
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 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