+5,519.2%
WFC vs KIM
+3,350.7%
+2,168.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.3% |
| 7D | +0.1% | +2.8% | -2.7% | -1.5% |
| 30D | +2.9% | +16.3% | -13.4% | -5.8% |
| 3M | -1.4% | +6.6% | -8.1% | -5.2% |
| 6M | +14.3% | +12.3% | +2.0% | +6.4% |
| YTD | -6.2% | +31.6% | -37.8% | -20.7% |
| 1Y | +1.6% | +31.5% | -29.9% | -14.2% |
| 3Y | +126.9% | +68.0% | +58.9% | +63.3% |
| 5Y | +94.0% | +38.7% | +55.3% | +53.1% |
| 10Y | +134.0% | +65.7% | +68.3% | +44.3% |
| All | +5,519.2% | +3,350.7% | +2,168.5% | +1,364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling