+113.3%
WDAY vs KIM
+29.7%
+83.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -7.4% | -1.0% | -6.4% | -7.2% |
| 30D | +1.0% | -1.1% | +2.1% | +1.3% |
| 3M | +32.7% | -5.3% | +38.0% | +34.7% |
| 6M | +25.6% | +3.9% | +21.7% | +23.9% |
| YTD | -13.4% | +20.3% | -33.7% | -18.0% |
| 1Y | -19.4% | +10.4% | -29.8% | -21.9% |
| 3Y | -25.8% | +46.3% | -72.1% | -33.9% |
| 5Y | -31.1% | +37.6% | -68.7% | -37.7% |
| 10Y | +113.3% | +34.5% | +78.8% | +69.8% |
| All | +113.3% | +29.7% | +83.6% | +69.8% |
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