+326.4%
WM vs KIM
+64.9%
+261.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.2% | +2.8% | -1.6% | +0.5% |
| 30D | +13.7% | +15.9% | -2.2% | +10.1% |
| 3M | +5.2% | +7.8% | -2.6% | +3.5% |
| 6M | +11.2% | +11.9% | -0.7% | +8.5% |
| YTD | +9.4% | +31.0% | -21.6% | +3.0% |
| 1Y | +20.4% | +32.3% | -12.0% | +13.1% |
| 3Y | +44.7% | +65.5% | -20.8% | +28.2% |
| 5Y | +58.5% | +37.2% | +21.3% | +44.4% |
| 10Y | +326.4% | +63.9% | +262.5% | +238.0% |
| All | +326.4% | +64.9% | +261.4% | +238.0% |
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