-11.8%
WMB vs KIM
+10.6%
-22.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.3% |
| 7D | -13.8% | +4.1% | -17.9% | -13.4% |
| 30D | -10.3% | +16.8% | -27.1% | -10.4% |
| 3M | -10.1% | +5.7% | -15.8% | -9.5% |
| 6M | -11.8% | +9.7% | -21.5% | -11.1% |
| All | -11.8% | +10.6% | -22.4% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling