+417.4%
WDC vs KIM
+9.1%
+408.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +4.7% |
| 7D | +1.7% | -0.8% | +2.5% | +1.1% |
| 30D | -10.0% | -5.1% | -4.9% | -14.3% |
| 3M | -18.8% | -0.6% | -18.1% | -19.9% |
| 6M | +79.0% | +2.4% | +76.6% | +78.0% |
| YTD | +171.6% | +19.0% | +152.5% | +217.7% |
| 1Y | +417.4% | +8.4% | +409.0% | +495.7% |
| All | +417.4% | +9.1% | +408.2% | +495.7% |
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 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