-44.1%
KHC vs KIM
+93.9%
-138.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -2.0% | +2.8% | -4.9% | -2.7% |
| 30D | +9.7% | +16.3% | -6.7% | +5.6% |
| 3M | -2.0% | +6.6% | -8.7% | -3.6% |
| 6M | +5.4% | +12.3% | -6.9% | +2.4% |
| YTD | +5.9% | +31.6% | -25.6% | -1.2% |
| 1Y | +7.5% | +31.5% | -24.0% | +0.3% |
| 3Y | -12.4% | +68.0% | -80.4% | -23.5% |
| 5Y | -15.8% | +38.7% | -54.5% | -24.2% |
| 10Y | -54.1% | +65.7% | -119.8% | -60.4% |
| All | -44.1% | +93.9% | -138.1% | -58.7% |
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 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