+324.5%
WST vs KIM
+29.1%
+295.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | -4.6% | -1.7% | -2.9% | -4.4% |
| 3M | +5.7% | -0.8% | +6.5% | +5.8% |
| 6M | +37.6% | +4.4% | +33.2% | +36.7% |
| YTD | +23.0% | +21.2% | +1.8% | +19.6% |
| 1Y | +33.8% | +10.5% | +23.3% | +31.8% |
| 3Y | -13.4% | +47.5% | -60.9% | -18.1% |
| 5Y | -27.0% | +37.1% | -64.0% | -30.4% |
| 10Y | +324.5% | +29.5% | +295.0% | +300.8% |
| All | +324.5% | +29.1% | +295.4% | +300.8% |
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