+423.9%
ZBRA vs KIM
+32.5%
+391.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.0% |
| 7D | -3.4% | -1.7% | -1.7% | -2.7% |
| 30D | -7.4% | -3.0% | -4.4% | -6.3% |
| 3M | +57.5% | -8.9% | +66.4% | +63.0% |
| 6M | +64.0% | +2.4% | +61.6% | +61.2% |
| YTD | +44.3% | +18.3% | +26.0% | +33.3% |
| 1Y | +10.9% | +8.2% | +2.7% | +6.5% |
| 3Y | +37.5% | +44.0% | -6.5% | +17.7% |
| 5Y | -39.7% | +37.3% | -77.0% | -46.9% |
| All | +423.9% | +32.5% | +391.4% | +305.5% |
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