+148.4%
WEC vs KIM
+29.7%
+118.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | +0.9% | -1.1% | +2.0% | +1.1% |
| 3M | -5.3% | -5.3% | 0.0% | -4.3% |
| 6M | -6.6% | +3.9% | -10.5% | -7.3% |
| YTD | +3.3% | +20.3% | -17.0% | -0.6% |
| 1Y | +2.1% | +10.4% | -8.4% | -0.1% |
| 3Y | +39.6% | +46.3% | -6.7% | +28.5% |
| 5Y | +31.2% | +37.6% | -6.4% | +21.1% |
| 10Y | +148.4% | +34.5% | +113.9% | +139.1% |
| All | +148.4% | +29.7% | +118.7% | +139.1% |
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 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