+298.2%
WBD vs KIM
+112.3%
+185.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | +8.8% | -4.0% | +12.8% | +10.3% |
| 3M | +4.6% | +0.5% | +4.1% | +4.2% |
| 6M | +1.1% | +3.6% | -2.5% | -0.5% |
| YTD | -2.0% | +20.4% | -22.4% | -8.6% |
| 1Y | +140.0% | +9.7% | +130.3% | +131.2% |
| 3Y | +144.4% | +46.0% | +98.4% | +116.0% |
| 5Y | -0.2% | +34.4% | -34.7% | -8.8% |
| 10Y | +9.1% | +29.3% | -20.2% | -7.1% |
| All | +298.2% | +112.3% | +185.9% | +143.7% |
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