+705.3%
WY vs KIM
+3,058.9%
-2,353.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | -10.1% | -4.0% | -6.1% | -8.4% |
| 3M | -5.1% | +0.5% | -5.7% | -5.4% |
| 6M | -4.8% | +3.6% | -8.4% | -6.3% |
| YTD | -0.2% | +20.4% | -20.7% | -8.5% |
| 1Y | -6.6% | +9.7% | -16.3% | -10.7% |
| 3Y | -22.7% | +46.0% | -68.7% | -35.2% |
| 5Y | -22.2% | +34.4% | -56.7% | -32.6% |
| 10Y | +7.3% | +29.3% | -22.0% | -13.0% |
| All | +705.3% | +3,058.9% | -2,353.6% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling