+12,475.7%
WAT vs KIM
+1,304.7%
+11,171.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +3.4% | +2.8% | +0.6% | +2.7% |
| 30D | +9.6% | +15.9% | -6.3% | +5.7% |
| 3M | +15.5% | +7.8% | +7.7% | +13.3% |
| 6M | +33.9% | +11.9% | +22.0% | +29.9% |
| YTD | +25.2% | +31.0% | -5.8% | +16.8% |
| 1Y | +26.3% | +32.3% | -6.1% | +17.6% |
| 3Y | +85.8% | +65.5% | +20.3% | +64.2% |
| 5Y | +35.3% | +37.2% | -1.9% | +24.1% |
| 10Y | +231.8% | +63.9% | +167.9% | +171.3% |
| All | +12,475.7% | +1,304.7% | +11,171.0% | +4,819.3% |
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