+5,928.6%
WPM vs KIM
+112.8%
+5,815.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +26.4% | -4.0% | +30.3% | +27.3% |
| 3M | +20.8% | +0.5% | +20.3% | +20.4% |
| 6M | +1.1% | +3.6% | -2.5% | +0.2% |
| YTD | +32.5% | +20.4% | +12.0% | +27.4% |
| 1Y | +51.5% | +9.7% | +41.8% | +48.2% |
| 3Y | +267.0% | +46.0% | +221.0% | +236.4% |
| 5Y | +250.1% | +34.4% | +215.7% | +223.2% |
| 10Y | +540.4% | +29.3% | +511.1% | +458.1% |
| All | +5,928.6% | +112.8% | +5,815.8% | +3,636.5% |
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 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