-20.9%
ZBH vs KIM
+46.3%
-67.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.2% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -2.4% | -1.7% | -0.7% | -1.8% |
| 3M | +8.3% | -0.8% | +9.1% | +8.6% |
| 6M | +0.7% | +4.4% | -3.7% | -0.8% |
| YTD | +5.3% | +21.2% | -15.9% | -1.6% |
| 1Y | -9.1% | +10.5% | -19.6% | -12.4% |
| All | -20.9% | +46.3% | -67.2% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling