-23.8%
WU vs KIM
+44.9%
-68.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -1.1% | -1.7% | +0.6% | -0.6% |
| 3M | -1.8% | -0.8% | -1.0% | -1.6% |
| 6M | -23.9% | +4.4% | -28.3% | -25.1% |
| YTD | -20.4% | +21.2% | -41.7% | -25.5% |
| 1Y | -10.6% | +10.5% | -21.1% | -13.8% |
| 3Y | -27.7% | +47.5% | -75.2% | -37.5% |
| 5Y | -51.1% | +37.1% | -88.2% | -57.1% |
| 10Y | -40.7% | +29.5% | -70.2% | -51.7% |
| All | -23.8% | +44.9% | -68.7% | -51.5% |
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 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