+13,282.2%
WST vs KIM
+3,058.9%
+10,223.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | +7.2% | +0.5% | +6.7% | +7.0% |
| 6M | +36.8% | +3.6% | +33.2% | +35.7% |
| YTD | +23.8% | +20.4% | +3.4% | +18.9% |
| 1Y | +37.8% | +9.7% | +28.1% | +34.8% |
| 3Y | -15.9% | +46.0% | -61.9% | -23.1% |
| 5Y | -25.8% | +34.4% | -60.3% | -31.5% |
| 10Y | +319.6% | +29.3% | +290.3% | +263.1% |
| All | +13,282.2% | +3,058.9% | +10,223.3% | +7,530.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling