+112.4%
WFC vs KIM
+63.6%
+48.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +7.0% | +14.1% | -7.1% | +0.3% |
| 3M | -1.8% | +6.0% | -7.8% | -4.6% |
| 6M | +18.4% | +13.2% | +5.2% | +11.0% |
| YTD | -5.6% | +30.4% | -36.0% | -17.7% |
| 1Y | +3.9% | +31.0% | -27.2% | -9.7% |
| 3Y | +126.3% | +67.6% | +58.7% | +71.8% |
| 5Y | +91.1% | +35.8% | +55.4% | +58.9% |
| All | +112.4% | +63.6% | +48.8% | +26.4% |
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