+292.6%
WDAY vs KIM
+141.9%
+150.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -5.3% | -1.0% | -4.3% | -5.0% |
| 30D | +1.5% | +14.8% | -13.2% | -2.5% |
| 3M | +5.5% | +8.1% | -2.7% | +3.0% |
| 6M | +57.4% | +11.7% | +45.8% | +52.1% |
| YTD | -11.0% | +30.7% | -41.7% | -18.1% |
| 1Y | -15.8% | +29.7% | -45.5% | -22.4% |
| 3Y | -16.9% | +65.1% | -82.0% | -29.2% |
| 5Y | -35.3% | +34.7% | -69.9% | -41.9% |
| 10Y | +131.0% | +64.1% | +66.9% | +87.4% |
| All | +292.6% | +141.9% | +150.7% | +174.7% |
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