+8,352.2%
ZBRA vs KIM
+3,319.9%
+5,032.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -14.0% | +14.1% | -28.1% | -17.6% |
| 3M | -14.7% | +6.0% | -20.7% | -16.4% |
| 6M | +31.3% | +13.2% | +18.1% | +25.5% |
| YTD | +33.4% | +30.4% | +3.1% | +21.8% |
| 1Y | +34.1% | +31.0% | +3.1% | +22.2% |
| 3Y | +59.9% | +67.6% | -7.7% | +35.5% |
| 5Y | -45.3% | +35.8% | -81.0% | -50.3% |
| 10Y | +384.4% | +63.7% | +320.8% | +285.5% |
| All | +8,352.2% | +3,319.9% | +5,032.2% | +3,044.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling