+210.4%
WPM vs KIM
+65.6%
+144.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +1.4% | +14.1% | -12.7% | -0.4% |
| 3M | -0.2% | +6.0% | -6.2% | -1.0% |
| 6M | -7.3% | +13.2% | -20.6% | -9.6% |
| YTD | +12.3% | +30.4% | -18.0% | +7.2% |
| 1Y | +24.9% | +31.0% | -6.1% | +19.0% |
| 3Y | +210.4% | +67.6% | +142.7% | +172.8% |
| All | +210.4% | +65.6% | +144.8% | +172.8% |
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 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