+305.6%
WM vs KIM
+29.2%
+276.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -2.4% | -4.0% | +1.6% | -1.5% |
| 3M | +0.4% | +0.5% | -0.1% | +0.3% |
| 6M | -9.5% | +3.6% | -13.1% | -10.2% |
| YTD | +0.5% | +20.4% | -19.9% | -3.6% |
| 1Y | -1.1% | +9.7% | -10.8% | -3.2% |
| 3Y | +46.0% | +46.0% | 0.0% | +32.8% |
| 5Y | +51.8% | +34.4% | +17.4% | +38.6% |
| All | +305.6% | +29.2% | +276.4% | +251.5% |
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