+192.4%
CHD vs KIM
+63.6%
+128.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +10.4% | +14.1% | -3.7% | +8.9% |
| 3M | +12.2% | +6.0% | +6.2% | +11.5% |
| 6M | +19.9% | +13.2% | +6.7% | +18.4% |
| YTD | +36.4% | +30.4% | +6.0% | +32.8% |
| 1Y | +35.1% | +31.0% | +4.1% | +31.5% |
| 3Y | +29.2% | +67.6% | -38.4% | +22.5% |
| 5Y | +33.4% | +35.8% | -2.4% | +28.2% |
| All | +192.4% | +63.6% | +128.8% | +187.2% |
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 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