+375.5%
WING vs KIM
+29.7%
+345.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -2.3% | -1.0% | -1.3% | -2.0% |
| 30D | -5.6% | -1.1% | -4.6% | -5.3% |
| 3M | -22.9% | -5.3% | -17.6% | -21.8% |
| 6M | -50.4% | +3.9% | -54.4% | -50.9% |
| YTD | -53.3% | +20.3% | -73.6% | -55.5% |
| 1Y | -61.2% | +10.4% | -71.7% | -62.2% |
| 3Y | -30.1% | +46.3% | -76.4% | -37.1% |
| 5Y | -35.0% | +37.6% | -72.6% | -40.3% |
| 10Y | +375.5% | +34.5% | +341.0% | +329.4% |
| All | +375.5% | +29.7% | +345.8% | +329.4% |
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