+197.9%
WEC vs KIM
+63.6%
+134.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +11.1% | +14.1% | -3.0% | +8.1% |
| 3M | +8.4% | +6.0% | +2.5% | +7.1% |
| 6M | +7.5% | +13.2% | -5.7% | +4.8% |
| YTD | +15.3% | +30.4% | -15.0% | +9.2% |
| 1Y | +9.7% | +31.0% | -21.3% | +3.8% |
| 3Y | +64.7% | +67.6% | -3.0% | +47.8% |
| 5Y | +57.3% | +35.8% | +21.5% | +45.3% |
| All | +197.9% | +63.6% | +134.3% | +169.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling