+9,096.7%
ZBRA vs KIM
+3,080.3%
+6,016.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | -6.4% | -1.7% | -4.7% | -5.9% |
| 3M | +51.3% | -0.8% | +52.1% | +51.2% |
| 6M | +60.5% | +4.4% | +56.1% | +57.6% |
| YTD | +45.2% | +21.2% | +23.9% | +35.8% |
| 1Y | +12.3% | +10.5% | +1.8% | +8.3% |
| 3Y | +37.5% | +47.5% | -10.0% | +21.4% |
| 5Y | -39.2% | +37.1% | -76.3% | -44.8% |
| 10Y | +417.0% | +29.5% | +387.5% | +340.3% |
| All | +9,096.7% | +3,080.3% | +6,016.4% | +3,406.2% |
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