+682.9%
WING vs KIM
+63.9%
+619.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -0.5% | -1.0% | +0.5% | -0.2% |
| 30D | +32.3% | +14.8% | +17.5% | +27.7% |
| 3M | +50.2% | +8.1% | +42.0% | +47.3% |
| 6M | +31.7% | +11.7% | +20.0% | +28.0% |
| YTD | -29.6% | +30.7% | -60.4% | -34.3% |
| 1Y | -29.7% | +29.7% | -59.4% | -34.2% |
| 3Y | -19.8% | +65.1% | -84.9% | -29.9% |
| 5Y | +3.1% | +34.7% | -31.6% | -5.4% |
| 10Y | +682.9% | +64.1% | +618.8% | +560.3% |
| All | +682.9% | +63.9% | +619.0% | +560.3% |
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