+283.3%
WMB vs KIM
+63.0%
+220.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +8.1% | -0.7% | +8.7% | +8.4% |
| 30D | -6.9% | +13.4% | -20.3% | -11.5% |
| 3M | -5.1% | +6.5% | -11.6% | -7.6% |
| 6M | -5.7% | +10.6% | -16.3% | -9.8% |
| YTD | +18.1% | +29.9% | -11.9% | +5.9% |
| 1Y | +18.4% | +29.6% | -11.1% | +6.3% |
| 3Y | +122.7% | +64.1% | +58.7% | +79.1% |
| 5Y | +202.0% | +35.3% | +166.8% | +157.1% |
| All | +283.3% | +63.0% | +220.3% | +179.5% |
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