+534.2%
WCC vs KIM
+29.7%
+504.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.8% |
| 7D | +6.8% | -1.0% | +7.8% | +7.4% |
| 30D | -3.0% | -1.1% | -1.9% | -2.5% |
| 3M | +0.2% | -5.3% | +5.5% | +2.7% |
| 6M | +33.2% | +3.9% | +29.2% | +29.4% |
| YTD | +45.8% | +20.3% | +25.5% | +29.7% |
| 1Y | +68.4% | +10.4% | +57.9% | +56.8% |
| 3Y | +131.1% | +46.3% | +84.8% | +81.9% |
| 5Y | +225.6% | +37.6% | +188.0% | +166.8% |
| 10Y | +534.2% | +34.5% | +499.7% | +332.3% |
| All | +534.2% | +29.7% | +504.5% | +332.3% |
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 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