+6,383.0%
CHD vs KIM
+3,058.9%
+3,324.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -4.6% | -4.0% | -0.6% | -4.1% |
| 3M | +5.0% | +0.5% | +4.5% | +4.9% |
| 6M | -3.2% | +3.6% | -6.8% | -3.7% |
| YTD | +18.6% | +20.4% | -1.8% | +15.5% |
| 1Y | +4.8% | +9.7% | -4.9% | +3.4% |
| 3Y | +6.1% | +46.0% | -39.9% | -0.1% |
| 5Y | +24.0% | +34.4% | -10.5% | +17.0% |
| 10Y | +124.5% | +29.3% | +95.2% | +103.6% |
| All | +6,383.0% | +3,058.9% | +3,324.1% | +3,550.4% |
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