+392.6%
ASX vs KIM
+46.3%
+346.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +2.0% | -4.0% | +6.0% | +2.8% |
| 3M | -1.3% | +0.5% | -1.9% | -2.2% |
| 6M | +71.4% | +3.6% | +67.8% | +68.4% |
| YTD | +135.3% | +20.4% | +114.9% | +120.8% |
| 1Y | +267.5% | +9.7% | +257.8% | +254.8% |
| All | +392.6% | +46.3% | +346.4% | +327.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling