+1,104.4%
WSM vs KIM
+63.6%
+1,040.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +5.1% | +14.1% | -9.0% | -0.9% |
| 3M | +5.1% | +6.0% | -0.9% | +2.4% |
| 6M | +48.6% | +13.2% | +35.4% | +40.5% |
| YTD | +44.2% | +30.4% | +13.8% | +27.7% |
| 1Y | +38.1% | +31.0% | +7.1% | +22.0% |
| 3Y | +257.2% | +67.6% | +189.6% | +184.8% |
| 5Y | +165.1% | +35.8% | +129.3% | +131.1% |
| All | +1,104.4% | +63.6% | +1,040.8% | +755.7% |
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