+1.9%
WY vs KIM
+63.6%
-61.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +10.1% | +14.1% | -4.0% | +2.5% |
| 3M | -15.4% | +6.0% | -21.4% | -18.0% |
| 6M | -8.3% | +13.2% | -21.5% | -14.4% |
| YTD | -9.8% | +30.4% | -40.2% | -22.2% |
| 1Y | -3.9% | +31.0% | -34.9% | -17.4% |
| 3Y | -23.3% | +67.6% | -90.9% | -42.5% |
| 5Y | -31.2% | +35.8% | -67.0% | -42.8% |
| All | +1.9% | +63.6% | -61.6% | -33.7% |
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