+404.4%
WING vs KIM
+75.3%
+329.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | -11.6% | -4.0% | -7.6% | -10.5% |
| 3M | -24.2% | +0.5% | -24.7% | -24.3% |
| 6M | -54.1% | +3.6% | -57.7% | -54.5% |
| YTD | -53.9% | +20.4% | -74.3% | -56.2% |
| 1Y | -64.4% | +9.7% | -74.1% | -65.2% |
| 3Y | -30.2% | +46.0% | -76.2% | -37.5% |
| 5Y | -34.1% | +34.4% | -68.6% | -39.6% |
| 10Y | +342.1% | +29.3% | +312.8% | +332.9% |
| All | +404.4% | +75.3% | +329.1% | +328.7% |
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