+1,713.7%
WCC vs KIM
+587.6%
+1,126.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.0% | +4.0% |
| 7D | +4.5% | +0.4% | +4.1% | +4.2% |
| 30D | -5.8% | -4.0% | -1.8% | -4.0% |
| 3M | -3.7% | +0.5% | -4.2% | -4.6% |
| 6M | +23.1% | +3.6% | +19.4% | +20.2% |
| YTD | +44.2% | +20.4% | +23.7% | +30.2% |
| 1Y | +62.1% | +9.7% | +52.4% | +53.0% |
| 3Y | +121.1% | +46.0% | +75.1% | +80.6% |
| 5Y | +214.0% | +34.4% | +179.5% | +168.6% |
| 10Y | +472.8% | +29.3% | +443.5% | +357.7% |
| All | +1,713.7% | +587.6% | +1,126.1% | +433.7% |
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