+49.3%
WM vs KIM
+58.5%
-9.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.4% |
| 7D | +4.5% | +5.0% | -0.5% | +3.3% |
| 30D | +16.1% | +15.8% | +0.3% | +12.2% |
| 3M | +8.0% | +4.3% | +3.8% | +6.8% |
| 6M | +8.4% | +11.4% | -3.0% | +5.8% |
| YTD | +11.2% | +30.8% | -19.6% | +5.1% |
| 1Y | +22.3% | +31.4% | -9.1% | +15.5% |
| All | +49.3% | +58.5% | -9.2% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling