+495.3%
WWD vs KIM
+29.7%
+465.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +0.6% | -1.0% | +1.6% | +1.1% |
| 30D | -5.1% | -1.1% | -4.0% | -4.6% |
| 3M | -11.2% | -5.3% | -5.9% | -9.0% |
| 6M | -12.0% | +3.9% | -16.0% | -14.0% |
| YTD | +12.0% | +20.3% | -8.3% | +1.1% |
| 1Y | +42.8% | +10.4% | +32.4% | +34.5% |
| 3Y | +168.9% | +46.3% | +122.6% | +111.3% |
| 5Y | +192.2% | +37.6% | +154.6% | +132.8% |
| 10Y | +495.3% | +34.5% | +460.8% | +275.1% |
| All | +495.3% | +29.7% | +465.6% | +275.1% |
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