+3,132.1%
WEC vs KIM
+3,058.9%
+73.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -1.3% | -4.0% | +2.7% | -0.6% |
| 3M | -3.9% | +0.5% | -4.5% | -4.0% |
| 6M | -8.3% | +3.6% | -11.9% | -8.9% |
| YTD | +3.1% | +20.4% | -17.4% | -0.3% |
| 1Y | +1.9% | +9.7% | -7.8% | +0.2% |
| 3Y | +41.9% | +46.0% | -4.1% | +32.2% |
| 5Y | +30.8% | +34.4% | -3.7% | +22.6% |
| 10Y | +141.9% | +29.3% | +112.6% | +115.7% |
| All | +3,132.1% | +3,058.9% | +73.2% | +1,657.6% |
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