+130.7%
WFC vs KIM
+47.7%
+83.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +0.8% | -1.7% | +2.5% | +1.6% |
| 3M | +9.3% | -0.8% | +10.1% | +9.3% |
| 6M | +10.6% | +4.4% | +6.2% | +8.0% |
| YTD | -4.1% | +21.2% | -25.3% | -13.1% |
| 1Y | +13.6% | +10.5% | +3.0% | +7.6% |
| 3Y | +130.7% | +47.5% | +83.2% | +93.8% |
| All | +130.7% | +47.7% | +83.0% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling