-59.1%
Z vs KIM
+31.1%
-90.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -4.6% | +4.1% | -8.6% | -6.3% |
| 30D | +8.3% | +16.8% | -8.5% | +1.7% |
| 3M | -11.6% | +5.7% | -17.3% | -15.0% |
| 6M | -33.6% | +9.7% | -43.3% | -36.8% |
| YTD | -56.7% | +30.2% | -86.9% | -60.0% |
| 1Y | -59.1% | +32.1% | -91.2% | -63.1% |
| All | -59.1% | +31.1% | -90.3% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling