-23.6%
WU vs KIM
+65.6%
-89.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | +11.4% | +14.1% | -2.7% | +5.5% |
| 3M | -6.8% | +6.0% | -12.8% | -9.1% |
| 6M | -14.6% | +13.2% | -27.9% | -19.1% |
| YTD | -20.6% | +30.4% | -51.0% | -29.1% |
| 1Y | -15.4% | +31.0% | -46.4% | -24.6% |
| 3Y | -23.6% | +67.6% | -91.2% | -36.4% |
| All | -23.6% | +65.6% | -89.2% | -36.4% |
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