+5,026.9%
WPM vs KIM
+129.6%
+4,897.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | -3.1% | +13.4% | -16.5% | -5.5% |
| 3M | -2.2% | +6.5% | -8.7% | -3.4% |
| 6M | -7.4% | +10.6% | -18.0% | -9.4% |
| YTD | +12.6% | +29.9% | -17.3% | +6.7% |
| 1Y | +22.8% | +29.6% | -6.7% | +16.4% |
| 3Y | +213.6% | +64.1% | +149.6% | +181.4% |
| 5Y | +211.2% | +35.3% | +175.9% | +187.3% |
| 10Y | +733.9% | +63.1% | +670.8% | +588.9% |
| All | +5,026.9% | +129.6% | +4,897.4% | +3,030.9% |
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