-64.3%
WBD vs KIM
-0.6%
-63.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.6% |
| 7D | -13.9% | -4.5% | -9.4% | -12.2% |
| 30D | -7.6% | +2.9% | -10.4% | -8.7% |
| 3M | -28.3% | -11.0% | -17.3% | -24.6% |
| 6M | -22.3% | +1.2% | -23.5% | -22.6% |
| YTD | +6.9% | -12.3% | +19.2% | +13.1% |
| 1Y | -6.2% | -15.9% | +9.7% | +1.2% |
| 3Y | -55.8% | +42.2% | -98.0% | -61.0% |
| 5Y | -69.3% | +38.4% | -107.7% | -74.7% |
| All | -64.3% | -0.6% | -63.6% | -68.0% |
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