+178.4%
WMT vs KIM
+34.6%
+143.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +10.3% | +14.1% | -3.8% | +7.0% |
| 3M | +11.0% | +6.0% | +5.0% | +9.5% |
| 6M | -2.3% | +13.2% | -15.6% | -5.1% |
| YTD | +15.7% | +30.4% | -14.7% | +8.9% |
| 1Y | +26.0% | +31.0% | -5.1% | +18.4% |
| 3Y | +136.5% | +67.6% | +68.9% | +110.0% |
| All | +178.4% | +34.6% | +143.9% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling