+100.5%
WMB vs KIM
+57.8%
+42.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -13.8% | +4.1% | -17.9% | -14.7% |
| 30D | -10.3% | +16.8% | -27.1% | -13.9% |
| 3M | -10.1% | +5.7% | -15.8% | -11.3% |
| 6M | -11.8% | +9.7% | -21.5% | -14.2% |
| YTD | +8.9% | +30.2% | -21.3% | +0.9% |
| 1Y | +14.0% | +32.1% | -18.1% | +5.0% |
| 3Y | +100.5% | +58.6% | +41.9% | +74.9% |
| All | +100.5% | +57.8% | +42.7% | +74.9% |
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