-2.0%
WST vs KIM
+31.1%
-33.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -3.1% | +4.1% | -7.2% | -4.5% |
| 30D | +9.1% | +16.8% | -7.7% | +3.0% |
| 3M | +14.7% | +5.7% | +9.0% | +12.2% |
| 6M | +28.0% | +9.7% | +18.3% | +23.3% |
| YTD | +45.6% | +30.2% | +15.4% | +31.3% |
| 1Y | +45.7% | +32.1% | +13.6% | +30.7% |
| 3Y | +21.1% | +58.6% | -37.5% | -0.8% |
| All | -2.0% | +31.1% | -33.1% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling