+142.4%
WFC vs KIM
+29.7%
+112.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +0.4% | -1.0% | +1.4% | +0.9% |
| 30D | +2.5% | -1.1% | +3.5% | +3.0% |
| 3M | +10.0% | -5.3% | +15.3% | +12.7% |
| 6M | +15.1% | +3.9% | +11.1% | +12.5% |
| YTD | -2.2% | +20.3% | -22.5% | -11.2% |
| 1Y | +13.5% | +10.4% | +3.0% | +7.3% |
| 3Y | +135.2% | +46.3% | +88.9% | +90.9% |
| 5Y | +128.3% | +37.6% | +90.7% | +88.6% |
| 10Y | +142.4% | +34.5% | +107.9% | +53.9% |
| All | +142.4% | +29.7% | +112.7% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling