+27.7%
ZBRA vs KIM
+33.1%
-5.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +1.1% |
| 7D | -13.6% | +10.6% | -24.2% | -12.8% |
| 30D | -11.5% | +17.5% | -29.0% | -10.5% |
| 3M | -9.9% | +4.7% | -14.6% | -9.0% |
| 6M | +48.6% | +13.1% | +35.5% | +45.5% |
| YTD | +36.9% | +32.1% | +4.8% | +23.6% |
| 1Y | +27.7% | +32.7% | -5.0% | +14.9% |
| All | +27.7% | +33.1% | -5.4% | +14.9% |
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