-19.8%
WY vs KIM
+37.3%
-57.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -1.7% | -1.0% | -0.7% | -1.1% |
| 30D | -9.9% | -1.1% | -8.8% | -9.2% |
| 3M | -7.5% | -5.3% | -2.2% | -4.3% |
| 6M | -5.1% | +3.9% | -9.1% | -7.6% |
| YTD | -2.1% | +20.3% | -22.4% | -13.6% |
| 1Y | -7.3% | +10.4% | -17.8% | -13.6% |
| 3Y | -22.6% | +46.3% | -69.0% | -40.4% |
| 5Y | -19.8% | +37.6% | -57.4% | -34.5% |
| All | -19.8% | +37.3% | -57.1% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling