+455.3%
WELL vs KMB
+41.7%
+413.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.3% | -0.2% |
| 7D | +3.5% | +3.4% | +0.1% | +2.2% |
| 30D | +9.7% | +14.7% | -5.0% | +4.3% |
| 3M | +4.8% | +3.3% | +1.5% | +3.3% |
| 6M | +16.1% | +16.8% | -0.7% | +9.2% |
| YTD | +34.7% | +15.2% | +19.5% | +26.8% |
| 1Y | +31.9% | +13.3% | +18.6% | +24.9% |
| 3Y | +209.9% | +5.4% | +204.4% | +194.8% |
| 5Y | +226.5% | +2.7% | +223.8% | +210.8% |
| 10Y | +455.3% | +38.7% | +416.6% | +349.2% |
| All | +455.3% | +41.7% | +413.5% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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