+336.4%
WM vs KIM
+64.5%
+271.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | +1.2% | +4.1% | -2.9% | +0.3% |
| 30D | +13.1% | +16.8% | -3.7% | +9.3% |
| 3M | +3.6% | +5.7% | -2.1% | +2.4% |
| 6M | +8.1% | +9.7% | -1.6% | +5.9% |
| YTD | +8.9% | +30.2% | -21.3% | +2.7% |
| 1Y | +20.3% | +32.1% | -11.8% | +13.1% |
| 3Y | +46.2% | +58.6% | -12.4% | +30.8% |
| 5Y | +59.9% | +31.2% | +28.7% | +47.1% |
| All | +336.4% | +64.5% | +271.9% | +246.6% |
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