-43.1%
KHC vs KIM
+77.5%
-120.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -1.9% | -4.0% | +2.1% | -0.8% |
| 3M | +14.4% | +0.5% | +13.9% | +14.3% |
| 6M | +8.7% | +3.6% | +5.1% | +7.8% |
| YTD | +7.8% | +20.4% | -12.7% | +2.8% |
| 1Y | -1.5% | +9.7% | -11.2% | -3.9% |
| 3Y | -9.9% | +46.0% | -55.8% | -18.6% |
| 5Y | -10.7% | +34.4% | -45.2% | -19.1% |
| 10Y | -55.7% | +29.3% | -85.0% | -56.8% |
| All | -43.1% | +77.5% | -120.7% | -57.0% |
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