-54.3%
KHC vs KIM
+29.7%
-84.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.8% | -1.0% | -3.8% | -4.6% |
| 30D | +0.3% | -1.1% | +1.4% | +0.6% |
| 3M | +6.7% | -5.3% | +12.0% | +8.1% |
| 6M | +4.2% | +3.9% | +0.2% | +3.2% |
| YTD | +6.7% | +20.3% | -13.5% | +2.2% |
| 1Y | -1.4% | +10.4% | -11.9% | -3.7% |
| 3Y | -11.8% | +46.3% | -58.1% | -19.7% |
| 5Y | -13.4% | +37.6% | -50.9% | -21.1% |
| 10Y | -54.3% | +34.5% | -88.8% | -60.7% |
| All | -54.3% | +29.7% | -84.0% | -60.7% |
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