+337.6%
WELL vs KMB
+15.9%
+321.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | -1.3% | -2.7% | +1.4% | -0.4% |
| 30D | +0.5% | -5.0% | +5.5% | +2.3% |
| 3M | +19.1% | +6.6% | +12.5% | +16.1% |
| 6M | +17.0% | +1.0% | +16.0% | +16.0% |
| YTD | +29.2% | +6.0% | +23.2% | +25.6% |
| 1Y | +42.1% | -16.6% | +58.8% | +50.3% |
| 3Y | +204.5% | -8.6% | +213.2% | +206.6% |
| 5Y | +211.0% | -10.9% | +221.8% | +213.2% |
| 10Y | +337.6% | +16.8% | +320.8% | +296.4% |
| All | +337.6% | +15.9% | +321.7% | +296.4% |
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