+523.5%
ASX vs KIM
+34.4%
+489.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.7% |
| 7D | +0.8% | -1.0% | +1.8% | +1.3% |
| 30D | -20.4% | +14.8% | -35.2% | -24.9% |
| 3M | -2.1% | +8.1% | -10.3% | -5.4% |
| 6M | +8.2% | +11.7% | -3.4% | +2.1% |
| YTD | +137.3% | +30.7% | +106.5% | +107.3% |
| 1Y | +155.0% | +29.7% | +125.3% | +123.3% |
| 3Y | +397.9% | +65.1% | +332.9% | +268.5% |
| All | +523.5% | +34.4% | +489.0% | +427.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling