-28.9%
WU vs KIM
+45.1%
-74.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -4.9% | -1.0% | -4.0% | -4.6% |
| 30D | -1.3% | -1.1% | -0.2% | -0.9% |
| 3M | -3.6% | -5.3% | +1.8% | -1.7% |
| 6M | -24.3% | +3.9% | -28.3% | -25.5% |
| YTD | -21.1% | +20.3% | -41.4% | -26.4% |
| 1Y | -10.3% | +10.4% | -20.8% | -13.9% |
| All | -28.9% | +45.1% | -74.0% | -31.2% |
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