+203.3%
WELL vs KIM
+46.2%
+157.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -0.1% | -4.0% | +3.9% | +1.8% |
| 3M | +18.0% | +0.5% | +17.5% | +17.9% |
| 6M | +15.0% | +3.6% | +11.4% | +13.5% |
| YTD | +28.6% | +20.4% | +8.2% | +19.2% |
| 1Y | +42.9% | +9.7% | +33.2% | +37.6% |
| All | +203.3% | +46.2% | +157.2% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling