+12.0%
WBD vs KIM
+33.1%
-21.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | -0.6% | -1.5% | +0.9% | +0.1% |
| 30D | +4.2% | -1.7% | +5.9% | +5.0% |
| 3M | +7.5% | -7.1% | +14.7% | +11.2% |
| 6M | +1.6% | +2.9% | -1.3% | -0.4% |
| YTD | -2.2% | +18.8% | -21.0% | -10.8% |
| 1Y | +124.9% | +9.4% | +115.5% | +113.4% |
| 3Y | +149.1% | +44.6% | +104.5% | +110.4% |
| 5Y | +7.8% | +37.9% | -30.1% | -6.4% |
| All | +12.0% | +33.1% | -21.1% | -12.4% |
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 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