+415.3%
ASX vs KIM
+31.1%
+384.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.9% | +6.6% |
| 7D | -19.9% | +4.1% | -24.0% | -21.2% |
| 30D | -30.9% | +16.8% | -47.7% | -35.3% |
| 3M | -15.1% | +5.7% | -20.8% | -17.2% |
| 6M | -6.5% | +9.7% | -16.2% | -11.0% |
| YTD | +98.4% | +30.2% | +68.2% | +73.6% |
| 1Y | +107.9% | +32.1% | +75.8% | +80.2% |
| 3Y | +325.3% | +58.6% | +266.7% | +222.1% |
| All | +415.3% | +31.1% | +384.2% | +336.2% |
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