+442.5%
WCC vs KIM
+63.9%
+378.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.6% | +3.5% |
| 7D | +3.3% | -1.0% | +4.3% | +4.0% |
| 30D | -9.4% | +14.8% | -24.2% | -16.6% |
| 3M | -10.5% | +8.1% | -18.7% | -14.9% |
| 6M | -10.4% | +11.7% | -22.1% | -16.9% |
| YTD | +34.4% | +30.7% | +3.7% | +13.5% |
| 1Y | +27.7% | +29.7% | -2.1% | +8.2% |
| 3Y | +137.9% | +65.1% | +72.9% | +74.2% |
| 5Y | +147.0% | +34.7% | +112.4% | +103.0% |
| 10Y | +442.5% | +64.1% | +378.4% | +234.4% |
| All | +442.5% | +63.9% | +378.6% | +234.4% |
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