+12,566.4%
WELL vs KIM
+3,058.9%
+9,507.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +18.0% | +0.5% | +17.5% | +17.7% |
| 6M | +15.0% | +3.6% | +11.4% | +12.8% |
| YTD | +28.6% | +20.4% | +8.2% | +16.3% |
| 1Y | +42.9% | +9.7% | +33.2% | +35.6% |
| 3Y | +203.0% | +46.0% | +157.0% | +141.0% |
| 5Y | +206.9% | +34.4% | +172.4% | +150.8% |
| 10Y | +339.5% | +29.3% | +310.2% | +245.7% |
| All | +12,566.4% | +3,058.9% | +9,507.5% | +4,334.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling