+82.7%
IREN vs KIM
+25.9%
+56.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.4% | +7.4% |
| 7D | +26.0% | +0.4% | +25.6% | +25.6% |
| 30D | +14.9% | -4.0% | +18.9% | +18.2% |
| 3M | -27.8% | +0.5% | -28.3% | -29.8% |
| 6M | +1.9% | +3.6% | -1.7% | -2.7% |
| YTD | +18.3% | +20.4% | -2.1% | -0.7% |
| 1Y | +71.0% | +9.7% | +61.3% | +53.3% |
| 3Y | +882.0% | +46.0% | +836.0% | +572.4% |
| All | +82.7% | +25.9% | +56.9% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling