+175.8%
WWD vs KIM
+46.7%
+129.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -7.2% | -4.0% | -3.2% | -5.9% |
| 3M | -3.8% | +0.5% | -4.4% | -4.2% |
| 6M | -9.9% | +3.6% | -13.5% | -11.1% |
| YTD | +14.8% | +20.4% | -5.6% | +8.1% |
| 1Y | +42.1% | +9.7% | +32.4% | +37.7% |
| All | +175.8% | +46.7% | +129.0% | +142.2% |
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