+126.9%
WFC vs KIM
+62.3%
+64.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | +0.1% | +2.8% | -2.7% | -1.1% |
| 30D | +2.9% | +16.3% | -13.4% | -3.7% |
| 3M | -1.4% | +6.6% | -8.1% | -4.3% |
| 6M | +14.3% | +12.3% | +2.0% | +8.2% |
| YTD | -6.2% | +31.6% | -37.8% | -18.0% |
| 1Y | +1.6% | +31.5% | -29.9% | -11.2% |
| 3Y | +126.9% | +68.0% | +58.9% | +79.3% |
| All | +126.9% | +62.3% | +64.6% | +79.3% |
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