+99.4%
WMT vs KIM
+45.1%
+54.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -0.2% | -1.0% | +0.7% | 0.0% |
| 30D | -5.8% | -1.1% | -4.8% | -5.6% |
| 3M | -10.8% | -5.3% | -5.4% | -9.7% |
| 6M | -14.3% | +3.9% | -18.3% | -15.1% |
| YTD | -4.4% | +20.3% | -24.7% | -8.4% |
| 1Y | +4.3% | +10.4% | -6.1% | +2.0% |
| All | +99.4% | +45.1% | +54.2% | +87.4% |
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