-22.3%
WY vs KIM
+47.7%
-70.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.9% |
| 7D | -2.1% | -0.3% | -1.7% | -1.9% |
| 30D | -10.5% | -1.7% | -8.8% | -9.5% |
| 3M | -4.9% | -0.8% | -4.0% | -4.5% |
| 6M | -4.9% | +4.4% | -9.3% | -7.7% |
| YTD | -1.7% | +21.2% | -22.9% | -13.7% |
| 1Y | -9.4% | +10.5% | -19.9% | -15.5% |
| 3Y | -22.3% | +47.5% | -69.8% | -38.9% |
| All | -22.3% | +47.7% | -70.0% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling