-18.3%
ZBH vs KIM
+33.1%
-51.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -6.6% | -1.5% | -5.1% | -6.0% |
| 30D | -4.9% | -1.7% | -3.2% | -4.3% |
| 3M | +5.1% | -7.1% | +12.3% | +8.0% |
| 6M | +1.3% | +2.9% | -1.5% | +0.3% |
| YTD | +3.4% | +18.8% | -15.5% | -3.1% |
| 1Y | -8.7% | +9.4% | -18.1% | -11.8% |
| 3Y | -21.2% | +44.6% | -65.8% | -32.3% |
| 5Y | -29.2% | +37.9% | -67.1% | -38.9% |
| All | -18.3% | +33.1% | -51.4% | -42.5% |
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