+13.5%
WFC vs KIM
+9.4%
+4.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +0.4% | -1.0% | +1.4% | +0.7% |
| 30D | +2.5% | -1.1% | +3.5% | +2.7% |
| 3M | +10.0% | -5.3% | +15.3% | +11.4% |
| 6M | +15.1% | +3.9% | +11.1% | +13.3% |
| YTD | -2.2% | +20.3% | -22.5% | -8.7% |
| 1Y | +13.5% | +10.4% | +3.0% | +8.2% |
| All | +13.5% | +9.4% | +4.0% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling