+7,776.2%
WCN vs KIM
+723.1%
+7,053.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +23.9% | +14.1% | +9.8% | +20.7% |
| 3M | +17.4% | +6.0% | +11.4% | +16.0% |
| 6M | +28.0% | +13.2% | +14.8% | +24.8% |
| YTD | +11.6% | +30.4% | -18.8% | +5.5% |
| 1Y | +16.9% | +31.0% | -14.2% | +10.4% |
| 3Y | +51.6% | +67.6% | -16.0% | +34.9% |
| 5Y | +48.0% | +35.8% | +12.2% | +36.0% |
| 10Y | +322.6% | +63.7% | +258.9% | +248.2% |
| All | +7,776.2% | +723.1% | +7,053.2% | +3,949.2% |
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