+411.1%
WDC vs KIM
+9.4%
+401.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +0.3% |
| 7D | +7.5% | -1.0% | +8.4% | +6.6% |
| 30D | +10.1% | -1.1% | +11.1% | +9.0% |
| 3M | -6.8% | -5.3% | -1.5% | -10.6% |
| 6M | +84.1% | +3.9% | +80.2% | +85.5% |
| YTD | +180.3% | +20.3% | +160.0% | +231.9% |
| 1Y | +411.1% | +10.4% | +400.6% | +489.4% |
| All | +411.1% | +9.4% | +401.7% | +489.4% |
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