+26.6%
WAT vs KIM
+31.8%
-5.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | +6.0% | +2.8% | +3.2% | +5.9% |
| 30D | +9.9% | +16.3% | -6.4% | +8.7% |
| 3M | +17.2% | +6.6% | +10.5% | +17.0% |
| 6M | +34.2% | +12.3% | +21.9% | +30.5% |
| YTD | +25.5% | +31.6% | -6.0% | +15.0% |
| All | +26.6% | +31.8% | -5.2% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling