+31.5%
CHD vs KIM
+33.6%
-2.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | +0.4% | -0.7% | +1.0% | +0.5% |
| 30D | +11.6% | +13.4% | -1.8% | +8.8% |
| 3M | +10.7% | +6.5% | +4.2% | +9.2% |
| 6M | +20.2% | +10.6% | +9.7% | +17.8% |
| YTD | +34.5% | +29.9% | +4.6% | +27.8% |
| 1Y | +32.6% | +29.6% | +3.0% | +26.0% |
| 3Y | +29.1% | +64.1% | -35.0% | +16.9% |
| 5Y | +31.5% | +35.3% | -3.8% | +23.3% |
| All | +31.5% | +33.6% | -2.1% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling