+356.5%
WELL vs KIM
+29.7%
+326.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | -1.1% | -1.0% | -0.2% | -0.5% |
| 30D | +0.7% | -1.1% | +1.8% | +1.5% |
| 3M | +14.5% | -5.3% | +19.8% | +18.6% |
| 6M | +14.4% | +3.9% | +10.5% | +11.6% |
| YTD | +28.5% | +20.3% | +8.2% | +14.0% |
| 1Y | +41.8% | +10.4% | +31.3% | +32.5% |
| 3Y | +202.8% | +46.3% | +156.5% | +128.6% |
| 5Y | +208.8% | +37.6% | +171.2% | +135.6% |
| 10Y | +356.5% | +34.5% | +322.0% | +212.2% |
| All | +356.5% | +29.7% | +326.8% | +212.2% |
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