-5.1%
WYNN vs KIM
+32.5%
-37.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -4.2% | -1.7% | -2.5% | -3.2% |
| 30D | -14.6% | -3.0% | -11.7% | -13.1% |
| 3M | -18.4% | -8.9% | -9.5% | -14.1% |
| 6M | -11.9% | +2.4% | -14.3% | -13.5% |
| YTD | -26.6% | +18.3% | -44.9% | -34.0% |
| 1Y | -28.5% | +8.2% | -36.7% | -32.5% |
| 3Y | -5.1% | +44.0% | -49.2% | -26.3% |
| 5Y | -10.5% | +37.3% | -47.8% | -28.9% |
| All | -5.1% | +32.5% | -37.6% | -50.9% |
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 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