+54.1%
ZM vs KIM
+89.1%
-34.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -5.7% | -1.7% | -3.9% | -5.7% |
| 30D | -9.1% | -3.0% | -6.1% | -9.1% |
| 3M | +3.5% | -8.9% | +12.4% | +3.6% |
| 6M | +25.7% | +2.4% | +23.3% | +25.6% |
| YTD | +10.8% | +18.3% | -7.6% | +10.3% |
| 1Y | +12.8% | +8.2% | +4.6% | +12.5% |
| 3Y | +33.1% | +44.0% | -10.9% | +32.8% |
| 5Y | -68.3% | +37.3% | -105.6% | -68.2% |
| All | +54.1% | +89.1% | -34.9% | +97.9% |
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