+37.8%
WST vs KIM
+9.1%
+28.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | +0.7% | -0.8% | +1.5% | +0.9% |
| 30D | -3.1% | -5.1% | +2.0% | -1.8% |
| 3M | +7.2% | -0.6% | +7.8% | +6.8% |
| 6M | +36.8% | +2.4% | +34.4% | +35.3% |
| YTD | +23.8% | +19.0% | +4.8% | +18.6% |
| 1Y | +37.8% | +8.4% | +29.4% | +29.6% |
| All | +37.8% | +9.1% | +28.6% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling