+3,474.1%
WEC vs KIM
+3,350.7%
+123.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | +0.2% | +2.8% | -2.6% | -0.3% |
| 30D | +12.9% | +16.3% | -3.4% | +10.0% |
| 3M | +9.8% | +6.6% | +3.1% | +8.6% |
| 6M | +6.7% | +12.3% | -5.6% | +4.6% |
| YTD | +14.0% | +31.6% | -17.6% | +8.6% |
| 1Y | +7.3% | +31.5% | -24.2% | +2.3% |
| 3Y | +63.8% | +68.0% | -4.2% | +49.1% |
| 5Y | +54.8% | +38.7% | +16.1% | +44.3% |
| 10Y | +185.7% | +65.7% | +120.0% | +144.5% |
| All | +3,474.1% | +3,350.7% | +123.4% | +1,814.2% |
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