+201.1%
WELL vs KIM
+35.9%
+165.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.2% | -1.7% | +1.5% | +0.7% |
| 30D | +2.3% | -3.0% | +5.3% | +3.9% |
| 3M | +12.3% | -8.9% | +21.1% | +17.8% |
| 6M | +15.6% | +2.4% | +13.2% | +14.3% |
| YTD | +28.3% | +18.3% | +10.0% | +17.8% |
| 1Y | +41.9% | +8.2% | +33.7% | +36.2% |
| 3Y | +198.3% | +44.0% | +154.3% | +140.0% |
| All | +201.1% | +35.9% | +165.2% | +149.2% |
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 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