+15,588.9%
WWD vs KIM
+1,461.5%
+14,127.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.2% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -7.2% | -4.0% | -3.2% | -5.3% |
| 3M | -3.8% | +0.5% | -4.4% | -4.4% |
| 6M | -9.9% | +3.6% | -13.5% | -11.7% |
| YTD | +14.8% | +20.4% | -5.6% | +4.2% |
| 1Y | +42.1% | +9.7% | +32.4% | +34.7% |
| 3Y | +170.8% | +46.0% | +124.8% | +116.7% |
| 5Y | +197.5% | +34.4% | +163.1% | +144.3% |
| 10Y | +477.8% | +29.3% | +448.5% | +341.9% |
| All | +15,588.9% | +1,461.5% | +14,127.4% | +7,023.4% |
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 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