+43,300.7%
WDC vs KIM
+3,307.9%
+39,992.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | +16.3% | -0.7% | +16.9% | +16.6% |
| 30D | -18.3% | +13.4% | -31.7% | -22.7% |
| 3M | -31.4% | +6.5% | -38.0% | -33.6% |
| 6M | -36.3% | +10.6% | -46.9% | -39.9% |
| YTD | +80.8% | +29.9% | +50.9% | +58.8% |
| 1Y | +87.7% | +29.6% | +58.1% | +64.8% |
| 3Y | +819.4% | +64.1% | +755.4% | +617.2% |
| 5Y | +583.2% | +35.3% | +547.9% | +476.8% |
| 10Y | +689.8% | +63.1% | +626.7% | +463.8% |
| All | +43,300.7% | +3,307.9% | +39,992.8% | +6,950.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling