-9.2%
WY vs KIM
+9.4%
-18.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.5% |
| 6M | -7.4% | +2.9% | -10.3% | -8.3% |
| YTD | -4.7% | +18.8% | -23.5% | -11.0% |
| 1Y | -9.2% | +9.4% | -18.6% | -11.6% |
| All | -9.2% | +9.4% | -18.6% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling