+325.3%
ASX vs KIM
+57.8%
+267.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.9% | +6.5% |
| 7D | -19.9% | +4.1% | -24.0% | -20.3% |
| 30D | -30.9% | +16.8% | -47.7% | -32.6% |
| 3M | -15.1% | +5.7% | -20.8% | -15.6% |
| 6M | -6.5% | +9.7% | -16.2% | -8.5% |
| YTD | +98.4% | +30.2% | +68.2% | +84.5% |
| 1Y | +107.9% | +32.1% | +75.8% | +92.2% |
| 3Y | +325.3% | +58.6% | +266.7% | +262.1% |
| All | +325.3% | +57.8% | +267.5% | +262.1% |
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