+5,778.8%
WFC vs KIM
+3,058.9%
+2,719.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +1.0% |
| 7D | +3.8% | +0.4% | +3.4% | +3.5% |
| 30D | +1.5% | -4.0% | +5.5% | +3.9% |
| 3M | +10.9% | +0.5% | +10.3% | +10.1% |
| 6M | +8.4% | +3.6% | +4.8% | +5.7% |
| YTD | -1.9% | +20.4% | -22.3% | -12.6% |
| 1Y | +12.3% | +9.7% | +2.6% | +5.4% |
| 3Y | +132.3% | +46.0% | +86.3% | +81.1% |
| 5Y | +130.1% | +34.4% | +95.6% | +84.2% |
| 10Y | +134.4% | +29.3% | +105.1% | +67.2% |
| All | +5,778.8% | +3,058.9% | +2,719.9% | +1,514.2% |
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 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