+61.9%
WM vs KIM
+34.6%
+27.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +13.0% | +14.1% | -1.1% | +9.6% |
| 3M | +9.2% | +6.0% | +3.2% | +7.7% |
| 6M | +13.6% | +13.2% | +0.4% | +10.5% |
| YTD | +12.4% | +30.4% | -18.0% | +5.8% |
| 1Y | +21.2% | +31.0% | -9.8% | +14.0% |
| 3Y | +48.7% | +67.6% | -18.9% | +31.3% |
| All | +61.9% | +34.6% | +27.3% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling