+121.3%
WMB vs KIM
+65.6%
+55.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | -5.1% | +14.1% | -19.2% | -8.3% |
| 3M | -4.7% | +6.0% | -10.7% | -6.1% |
| 6M | -7.4% | +13.2% | -20.6% | -10.6% |
| YTD | +17.5% | +30.4% | -12.9% | +8.8% |
| 1Y | +19.5% | +31.0% | -11.6% | +10.4% |
| 3Y | +121.3% | +67.6% | +53.7% | +90.2% |
| All | +121.3% | +65.6% | +55.7% | +90.2% |
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