-19.4%
WDAY vs KIM
+9.4%
-28.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -7.4% | -1.0% | -6.4% | -7.3% |
| 30D | +1.0% | -1.1% | +2.1% | +1.1% |
| 3M | +32.7% | -5.3% | +38.0% | +33.0% |
| 6M | +25.6% | +3.9% | +21.7% | +26.6% |
| YTD | -13.4% | +20.3% | -33.7% | -16.1% |
| 1Y | -19.4% | +10.4% | -29.8% | -21.5% |
| All | -19.4% | +9.4% | -28.8% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling