+17.2%
WMB vs KIM
+31.2%
-14.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +1.6% | -1.0% | +2.6% | +1.6% |
| 30D | -7.1% | +14.8% | -21.9% | -8.0% |
| 3M | -4.0% | +8.1% | -12.1% | -4.2% |
| 6M | -5.7% | +11.7% | -17.4% | -6.5% |
| YTD | +17.2% | +30.7% | -13.6% | +13.8% |
| 1Y | +17.2% | +29.7% | -12.5% | +14.3% |
| All | +17.2% | +31.2% | -14.0% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling