+550.8%
WPM vs KIM
+29.7%
+521.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +3.9% | -1.0% | +4.8% | +4.0% |
| 30D | +17.7% | -1.1% | +18.8% | +17.8% |
| 3M | +39.4% | -5.3% | +44.8% | +39.9% |
| 6M | +6.4% | +3.9% | +2.5% | +6.0% |
| YTD | +34.0% | +20.3% | +13.7% | +31.7% |
| 1Y | +50.5% | +10.4% | +40.1% | +49.0% |
| 3Y | +280.3% | +46.3% | +234.0% | +266.7% |
| 5Y | +266.3% | +37.6% | +228.8% | +255.0% |
| 10Y | +550.8% | +34.5% | +516.3% | +662.5% |
| All | +550.8% | +29.7% | +521.1% | +662.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling