+6,581.2%
WCN vs KIM
+660.2%
+5,920.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.6% | +0.4% | -1.1% | -0.7% |
| 30D | +0.4% | -4.0% | +4.4% | +1.3% |
| 3M | +7.3% | +0.5% | +6.8% | +7.2% |
| 6M | -2.5% | +3.6% | -6.1% | -3.3% |
| YTD | -5.4% | +20.4% | -25.8% | -9.1% |
| 1Y | -8.5% | +9.7% | -18.2% | -10.4% |
| 3Y | +20.8% | +46.0% | -25.2% | +10.3% |
| 5Y | +30.0% | +34.4% | -4.4% | +19.5% |
| 10Y | +238.4% | +29.3% | +209.1% | +192.8% |
| All | +6,581.2% | +660.2% | +5,920.9% | +3,390.4% |
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 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