+4.4%
WY vs KIM
+33.1%
-28.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.0% |
| 7D | -3.7% | -1.5% | -2.2% | -2.9% |
| 30D | -11.3% | -1.7% | -9.6% | -10.5% |
| 3M | -8.1% | -7.1% | -1.0% | -4.3% |
| 6M | -7.4% | +2.9% | -10.3% | -8.9% |
| YTD | -4.7% | +18.8% | -23.5% | -13.6% |
| 1Y | -9.2% | +9.4% | -18.6% | -14.0% |
| 3Y | -24.7% | +44.6% | -69.3% | -39.0% |
| 5Y | -21.6% | +37.9% | -59.5% | -35.4% |
| All | +4.4% | +33.1% | -28.7% | -21.1% |
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