+6.2%
WMT vs KIM
+9.4%
-3.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -2.5% | -1.5% | -1.0% | -2.2% |
| 30D | -6.4% | -1.7% | -4.7% | -6.0% |
| 3M | -12.1% | -7.1% | -5.0% | -10.8% |
| 6M | -15.0% | +2.9% | -17.8% | -14.8% |
| YTD | -4.5% | +18.8% | -23.3% | -7.5% |
| 1Y | +6.2% | +9.4% | -3.2% | +5.8% |
| All | +6.2% | +9.4% | -3.2% | +5.8% |
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