+113.2%
WDC vs KIM
+33.1%
+80.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.6% | -10.3% | -3.2% |
| 7D | -18.3% | +10.6% | -28.9% | -9.7% |
| 30D | -26.7% | +17.5% | -44.2% | -13.9% |
| 3M | -40.9% | +4.7% | -45.7% | -37.7% |
| 6M | -26.8% | +13.1% | -39.9% | -18.4% |
| YTD | +88.2% | +32.1% | +56.1% | +154.2% |
| 1Y | +113.2% | +32.7% | +80.5% | +188.2% |
| All | +113.2% | +33.1% | +80.1% | +188.2% |
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