+619.5%
WING vs KIM
+63.6%
+555.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +29.5% | +14.1% | +15.4% | +25.3% |
| 3M | +40.2% | +6.0% | +34.2% | +38.2% |
| 6M | +32.7% | +13.2% | +19.5% | +28.6% |
| YTD | -32.8% | +30.4% | -63.2% | -37.2% |
| 1Y | -31.7% | +31.0% | -62.7% | -36.2% |
| 3Y | -24.7% | +67.6% | -92.4% | -34.4% |
| 5Y | -0.5% | +35.8% | -36.2% | -8.7% |
| All | +619.5% | +63.6% | +555.9% | +498.8% |
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