-15.1%
WST vs KIM
+46.2%
-61.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -3.1% | -4.0% | +0.8% | -2.0% |
| 3M | +7.2% | +0.5% | +6.7% | +6.8% |
| 6M | +36.8% | +3.6% | +33.2% | +35.2% |
| YTD | +23.8% | +20.4% | +3.4% | +17.1% |
| 1Y | +37.8% | +9.7% | +28.1% | +33.5% |
| All | -15.1% | +46.2% | -61.3% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling