+466.3%
WWD vs KIM
+63.9%
+402.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | +3.7% | -1.0% | +4.7% | +4.3% |
| 30D | +1.8% | +14.8% | -13.0% | -5.5% |
| 3M | -5.0% | +8.1% | -13.1% | -9.1% |
| 6M | -8.4% | +11.7% | -20.1% | -14.1% |
| YTD | +12.3% | +30.7% | -18.5% | -3.3% |
| 1Y | +26.2% | +29.7% | -3.5% | +9.1% |
| 3Y | +154.6% | +65.1% | +89.5% | +87.3% |
| 5Y | +195.3% | +34.7% | +160.6% | +138.6% |
| 10Y | +466.3% | +64.1% | +402.2% | +225.0% |
| All | +466.3% | +63.9% | +402.4% | +225.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling