+85.6%
IREN vs KIM
+25.7%
+59.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | +14.6% | -1.0% | +15.5% | +15.3% |
| 30D | +17.1% | -1.1% | +18.2% | +18.0% |
| 3M | -16.0% | -5.3% | -10.7% | -14.0% |
| 6M | +16.8% | +3.9% | +12.9% | +11.3% |
| YTD | +20.1% | +20.3% | -0.2% | +1.0% |
| 1Y | +50.3% | +10.4% | +39.8% | +34.1% |
| 3Y | +871.5% | +46.3% | +825.2% | +563.6% |
| All | +85.6% | +25.7% | +59.8% | +48.6% |
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