+10.9%
ZBRA vs KIM
+9.2%
+1.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | -3.4% | -1.7% | -1.7% | -3.1% |
| 30D | -7.4% | -3.0% | -4.4% | -6.9% |
| 3M | +57.5% | -8.9% | +66.4% | +60.6% |
| 6M | +64.0% | +2.4% | +61.6% | +56.5% |
| YTD | +44.3% | +18.3% | +26.0% | +20.8% |
| 1Y | +10.9% | +8.2% | +2.7% | +5.3% |
| All | +10.9% | +9.2% | +1.6% | +5.3% |
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