+48,095.5%
WSM vs KIM
+3,058.9%
+45,036.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -3.3% | +0.4% | -3.7% | -3.5% |
| 30D | -8.4% | -4.0% | -4.4% | -6.6% |
| 3M | +9.7% | +0.5% | +9.1% | +9.3% |
| 6M | +16.7% | +3.6% | +13.1% | +14.6% |
| YTD | +28.7% | +20.4% | +8.3% | +17.1% |
| 1Y | +13.7% | +9.7% | +4.0% | +8.2% |
| 3Y | +230.1% | +46.0% | +184.1% | +172.3% |
| 5Y | +179.0% | +34.4% | +144.5% | +140.3% |
| 10Y | +1,002.5% | +29.3% | +973.2% | +739.6% |
| All | +48,095.5% | +3,058.9% | +45,036.6% | +9,769.3% |
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