-51.2%
WU vs KIM
+37.3%
-88.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 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% | -1.5% |
| 6M | -24.3% | +3.9% | -28.3% | -25.7% |
| YTD | -21.1% | +20.3% | -41.4% | -27.2% |
| 1Y | -10.3% | +10.4% | -20.8% | -14.4% |
| 3Y | -28.4% | +46.3% | -74.7% | -39.9% |
| 5Y | -51.2% | +37.6% | -88.8% | -59.4% |
| All | -51.2% | +37.3% | -88.5% | -59.4% |
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 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