+4,419.3%
WMT vs KIM
+3,058.9%
+1,360.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.9% | +0.4% | +3.5% | +3.9% |
| 30D | -4.4% | -4.0% | -0.4% | -3.8% |
| 3M | -8.8% | +0.5% | -9.3% | -8.9% |
| 6M | -15.6% | +3.6% | -19.3% | -16.1% |
| YTD | -3.2% | +20.4% | -23.6% | -6.0% |
| 1Y | +7.0% | +9.7% | -2.7% | +5.4% |
| 3Y | +105.3% | +46.0% | +59.3% | +92.7% |
| 5Y | +129.3% | +34.4% | +94.8% | +115.8% |
| 10Y | +423.9% | +29.3% | +394.6% | +372.9% |
| All | +4,419.3% | +3,058.9% | +1,360.4% | +2,260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling