+88.5%
WDC vs KIM
+30.6%
+57.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -4.7% |
| 7D | +12.1% | +0.1% | +12.0% | +12.1% |
| 30D | -18.8% | +14.1% | -32.9% | -7.5% |
| 3M | -39.3% | +6.0% | -45.3% | -35.0% |
| 6M | -40.1% | +13.2% | -53.4% | -34.0% |
| YTD | +71.8% | +30.4% | +41.4% | +128.7% |
| 1Y | +88.5% | +31.0% | +57.4% | +151.0% |
| All | +88.5% | +30.6% | +57.9% | +151.0% |
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