+3,469.9%
WEC vs KIM
+3,337.3%
+132.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.4% | +2.8% | -1.4% | +0.9% |
| 30D | +12.8% | +15.9% | -3.1% | +9.9% |
| 3M | +11.2% | +7.8% | +3.4% | +9.8% |
| 6M | +6.6% | +11.9% | -5.3% | +4.5% |
| YTD | +13.8% | +31.0% | -17.2% | +8.6% |
| 1Y | +7.6% | +32.3% | -24.7% | +2.5% |
| 3Y | +62.2% | +65.5% | -3.3% | +48.0% |
| 5Y | +52.0% | +37.2% | +14.7% | +41.9% |
| 10Y | +189.4% | +63.9% | +125.5% | +148.1% |
| All | +3,469.9% | +3,337.3% | +132.5% | +1,813.2% |
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 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