+1,359.3%
WDC vs KIM
+47.7%
+1,311.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.1% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +9.9% | -1.7% | +11.6% | +10.0% |
| 3M | -9.4% | -0.8% | -8.6% | -10.0% |
| 6M | +94.7% | +4.4% | +90.3% | +91.6% |
| YTD | +177.3% | +21.2% | +156.0% | +165.4% |
| 1Y | +412.4% | +10.5% | +401.9% | +401.8% |
| 3Y | +1,359.3% | +47.5% | +1,311.8% | +1,378.1% |
| All | +1,359.3% | +47.7% | +1,311.6% | +1,378.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling