+36.1%
WAT vs KIM
+38.5%
-2.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.7% |
| 7D | +6.0% | +2.8% | +3.2% | +4.7% |
| 30D | +9.9% | +16.3% | -6.4% | +2.0% |
| 3M | +17.2% | +6.6% | +10.5% | +13.3% |
| 6M | +34.2% | +12.3% | +21.9% | +25.8% |
| YTD | +25.5% | +31.6% | -6.0% | +8.1% |
| 1Y | +28.3% | +31.5% | -3.3% | +10.4% |
| 3Y | +88.4% | +68.0% | +20.4% | +42.9% |
| 5Y | +36.1% | +38.7% | -2.6% | +14.2% |
| All | +36.1% | +38.5% | -2.4% | +14.2% |
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