-40.8%
ZBRA vs KIM
+35.1%
-75.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.6% |
| 7D | -3.8% | -1.5% | -2.3% | -2.8% |
| 30D | -10.2% | -1.7% | -8.5% | -9.3% |
| 3M | +58.7% | -7.1% | +65.8% | +65.7% |
| 6M | +61.9% | +2.9% | +59.0% | +56.3% |
| YTD | +41.7% | +18.8% | +22.8% | +22.6% |
| 1Y | +12.4% | +9.4% | +2.9% | +3.5% |
| 3Y | +34.2% | +44.6% | -10.4% | -0.8% |
| 5Y | -40.8% | +37.9% | -78.7% | -52.6% |
| All | -40.8% | +35.1% | -75.8% | -52.6% |
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