+10,726.6%
WAT vs KIM
+1,191.0%
+9,535.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +2.3% | -4.0% | +6.3% | +3.3% |
| 3M | +8.7% | +0.5% | +8.2% | +8.4% |
| 6M | +28.3% | +3.6% | +24.7% | +26.9% |
| YTD | +7.8% | +20.4% | -12.6% | +2.7% |
| 1Y | +36.6% | +9.7% | +26.9% | +33.1% |
| 3Y | +45.7% | +46.0% | -0.3% | +32.5% |
| 5Y | -3.3% | +34.4% | -37.8% | -10.9% |
| 10Y | +162.1% | +29.3% | +132.8% | +126.6% |
| All | +10,726.6% | +1,191.0% | +9,535.6% | +4,226.4% |
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