+2,642.6%
WM vs KIM
+3,330.6%
-688.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.4% |
| 7D | +4.5% | +5.0% | -0.5% | +3.4% |
| 30D | +16.1% | +15.8% | +0.3% | +12.4% |
| 3M | +8.0% | +4.3% | +3.8% | +7.1% |
| 6M | +8.4% | +11.4% | -3.0% | +5.9% |
| YTD | +11.2% | +30.8% | -19.6% | +4.8% |
| 1Y | +22.3% | +31.4% | -9.1% | +15.1% |
| 3Y | +50.2% | +57.7% | -7.4% | +34.6% |
| 5Y | +63.3% | +31.7% | +31.6% | +50.0% |
| 10Y | +355.0% | +67.4% | +287.7% | +269.6% |
| All | +2,642.6% | +3,330.6% | -688.0% | +986.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling