+455.3%
WELL vs KIM
+65.6%
+389.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.3% |
| 7D | +3.5% | +2.8% | +0.7% | +1.7% |
| 30D | +9.7% | +16.3% | -6.6% | -0.4% |
| 3M | +4.8% | +6.6% | -1.8% | +0.5% |
| 6M | +16.1% | +12.3% | +3.8% | +7.7% |
| YTD | +34.7% | +31.6% | +3.1% | +12.8% |
| 1Y | +31.9% | +31.5% | +0.4% | +10.4% |
| 3Y | +209.9% | +68.0% | +141.9% | +114.1% |
| 5Y | +226.5% | +38.7% | +187.8% | +149.5% |
| 10Y | +455.3% | +65.7% | +389.6% | +230.3% |
| All | +455.3% | +65.6% | +389.7% | +230.3% |
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