+31.7%
WEC vs KIM
+37.7%
-6.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +0.3% | -1.7% | +2.0% | +0.9% |
| 3M | -2.9% | -0.8% | -2.1% | -2.7% |
| 6M | -5.9% | +4.4% | -10.3% | -7.2% |
| YTD | +4.1% | +21.2% | -17.1% | -2.0% |
| 1Y | +3.1% | +10.5% | -7.4% | -0.2% |
| 3Y | +40.8% | +47.5% | -6.7% | +23.5% |
| 5Y | +31.7% | +37.1% | -5.4% | +18.2% |
| All | +31.7% | +37.7% | -6.0% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling