-29.5%
ZBH vs KIM
+37.3%
-66.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -4.9% | -1.0% | -4.0% | -4.5% |
| 30D | -3.2% | -1.1% | -2.2% | -2.8% |
| 3M | +5.8% | -5.3% | +11.2% | +8.2% |
| 6M | +2.0% | +3.9% | -2.0% | +0.3% |
| YTD | +5.8% | +20.3% | -14.5% | -2.0% |
| 1Y | -7.9% | +10.4% | -18.4% | -11.8% |
| 3Y | -19.4% | +46.3% | -65.7% | -32.2% |
| 5Y | -29.5% | +37.6% | -67.1% | -39.2% |
| All | -29.5% | +37.3% | -66.8% | -39.2% |
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