+748.4%
ASX vs KIM
+64.5%
+683.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.9% | +6.6% |
| 7D | -19.9% | +4.1% | -24.0% | -20.8% |
| 30D | -30.9% | +16.8% | -47.7% | -34.1% |
| 3M | -15.1% | +5.7% | -20.8% | -16.7% |
| 6M | -6.5% | +9.7% | -16.2% | -9.7% |
| YTD | +98.4% | +30.2% | +68.2% | +81.4% |
| 1Y | +107.9% | +32.1% | +75.8% | +89.0% |
| 3Y | +325.3% | +58.6% | +266.7% | +260.9% |
| 5Y | +447.3% | +31.2% | +416.2% | +389.3% |
| All | +748.4% | +64.5% | +683.9% | +510.4% |
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 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