+7.0%
KHC vs KIM
+31.8%
-24.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | -2.0% | +2.8% | -4.9% | -3.5% |
| 30D | +9.7% | +16.3% | -6.7% | +1.4% |
| 3M | -2.0% | +6.6% | -8.7% | -5.8% |
| 6M | +5.4% | +12.3% | -6.9% | +0.2% |
| YTD | +5.9% | +31.6% | -25.6% | -4.6% |
| All | +7.0% | +31.8% | -24.7% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling