+225.8%
WELL vs KIM
+31.1%
+194.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | +4.4% | +4.1% | +0.4% | +2.3% |
| 30D | +10.8% | +16.8% | -6.0% | +2.1% |
| 3M | +4.2% | +5.7% | -1.5% | +1.2% |
| 6M | +14.0% | +9.7% | +4.3% | +8.6% |
| YTD | +33.4% | +30.2% | +3.2% | +16.3% |
| 1Y | +32.4% | +32.1% | +0.3% | +14.5% |
| 3Y | +194.7% | +58.6% | +136.2% | +124.9% |
| All | +225.8% | +31.1% | +194.7% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling