+50.4%
WST vs KIM
+31.8%
+18.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.0% |
| 7D | +1.3% | +2.8% | -1.6% | +0.5% |
| 30D | +12.9% | +16.3% | -3.5% | +8.1% |
| 3M | +16.7% | +6.6% | +10.0% | +14.7% |
| 6M | +26.8% | +12.3% | +14.5% | +21.4% |
| YTD | +50.5% | +31.6% | +18.9% | +33.4% |
| All | +50.4% | +31.8% | +18.7% | +31.5% |
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