+14,940.0%
WWD vs KIM
+1,584.6%
+13,355.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.7% |
| 7D | +8.2% | -0.7% | +8.8% | +8.5% |
| 30D | -0.2% | +13.4% | -13.6% | -6.5% |
| 3M | -8.4% | +6.5% | -15.0% | -11.5% |
| 6M | -9.5% | +10.6% | -20.1% | -14.4% |
| YTD | +10.1% | +29.9% | -19.8% | -4.1% |
| 1Y | +21.6% | +29.6% | -8.0% | +6.0% |
| 3Y | +149.6% | +64.1% | +85.5% | +88.4% |
| 5Y | +191.3% | +35.3% | +156.0% | +138.6% |
| 10Y | +455.2% | +63.1% | +392.1% | +278.7% |
| All | +14,940.0% | +1,584.6% | +13,355.4% | +6,458.1% |
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 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