+796.9%
WELL vs KMI
+107.5%
+689.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.8% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -0.1% | +0.9% | -1.0% | -0.6% |
| 3M | +18.0% | 0.0% | +18.0% | +17.8% |
| 6M | +15.0% | -5.7% | +20.7% | +17.4% |
| YTD | +28.6% | +17.5% | +11.1% | +19.4% |
| 1Y | +42.9% | +22.3% | +20.6% | +30.1% |
| 3Y | +203.0% | +111.9% | +91.1% | +114.4% |
| 5Y | +206.9% | +151.8% | +55.0% | +99.2% |
| 10Y | +339.5% | +138.7% | +200.8% | +175.3% |
| All | +796.9% | +107.5% | +689.4% | +399.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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