-54.1%
Z vs KIM
+31.2%
-85.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.0% | -9.7% | -9.9% |
| 7D | -2.3% | +5.0% | -7.2% | -5.6% |
| 30D | +9.4% | +15.8% | -6.4% | -1.9% |
| 3M | -16.1% | +4.3% | -20.4% | -18.4% |
| 6M | -30.4% | +11.4% | -41.8% | -36.2% |
| YTD | -55.6% | +30.8% | -86.4% | -64.3% |
| 1Y | -58.5% | +31.4% | -90.0% | -66.9% |
| 3Y | -19.6% | +57.7% | -77.3% | -44.9% |
| 5Y | -54.1% | +31.7% | -85.9% | -64.8% |
| All | -54.1% | +31.2% | -85.4% | -64.8% |
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