+5,537.0%
WFC vs KIM
+3,337.3%
+2,199.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.9% | +2.8% | -1.9% | -0.7% |
| 30D | +3.3% | +15.9% | -12.6% | -5.3% |
| 3M | -1.4% | +7.8% | -9.2% | -5.7% |
| 6M | +14.7% | +11.9% | +2.8% | +7.0% |
| YTD | -5.9% | +31.0% | -37.0% | -20.3% |
| 1Y | +1.8% | +32.3% | -30.5% | -14.3% |
| 3Y | +124.9% | +65.5% | +59.4% | +63.3% |
| 5Y | +92.7% | +37.2% | +55.5% | +53.1% |
| 10Y | +118.2% | +63.9% | +54.3% | +35.4% |
| All | +5,537.0% | +3,337.3% | +2,199.7% | +1,372.3% |
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 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