-35.2%
WDAY vs KIM
+38.5%
-73.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | -4.0% | +2.8% | -6.8% | -5.1% |
| 30D | +1.9% | +16.3% | -14.4% | -4.6% |
| 3M | +5.9% | +6.6% | -0.8% | +2.9% |
| 6M | +48.8% | +12.3% | +36.5% | +41.0% |
| YTD | -11.4% | +31.6% | -43.0% | -22.5% |
| 1Y | -15.5% | +31.5% | -47.0% | -26.1% |
| 3Y | -15.6% | +68.0% | -83.6% | -36.6% |
| 5Y | -35.2% | +38.7% | -73.9% | -46.9% |
| All | -35.2% | +38.5% | -73.7% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling