-16.1%
Z vs KIM
+64.5%
-80.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -4.6% | +4.1% | -8.6% | -6.0% |
| 30D | +8.3% | +16.8% | -8.5% | +1.7% |
| 3M | -11.6% | +5.7% | -17.3% | -13.4% |
| 6M | -33.6% | +9.7% | -43.3% | -36.2% |
| YTD | -56.7% | +30.2% | -86.9% | -61.3% |
| 1Y | -59.1% | +32.1% | -91.2% | -63.8% |
| 3Y | -20.4% | +58.6% | -79.0% | -33.9% |
| 5Y | -55.3% | +31.2% | -86.4% | -60.1% |
| All | -16.1% | +64.5% | -80.6% | -45.4% |
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