+18.3%
WCN vs KIM
+45.1%
-26.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -1.7% | -1.0% | -0.8% | -1.5% |
| 30D | -3.0% | -1.1% | -1.9% | -2.8% |
| 3M | +2.5% | -5.3% | +7.9% | +3.7% |
| 6M | -5.7% | +3.9% | -9.6% | -6.4% |
| YTD | -7.4% | +20.3% | -27.7% | -10.8% |
| 1Y | -8.6% | +10.4% | -19.1% | -10.5% |
| All | +18.3% | +45.1% | -26.9% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling