+125.4%
CHD vs KIM
+32.5%
+92.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -4.5% | -1.7% | -2.7% | -4.3% |
| 30D | -6.7% | -3.0% | -3.8% | -6.4% |
| 3M | -2.7% | -8.9% | +6.2% | -1.8% |
| 6M | -4.9% | +2.4% | -7.3% | -5.2% |
| YTD | +13.3% | +18.3% | -5.0% | +11.4% |
| 1Y | +1.0% | +8.2% | -7.2% | +0.1% |
| 3Y | +1.3% | +44.0% | -42.7% | -2.6% |
| 5Y | +20.8% | +37.3% | -16.5% | +16.2% |
| All | +125.4% | +32.5% | +92.9% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling