-67.5%
ZM vs KIM
+37.3%
-104.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +0.3% | -1.0% | +1.3% | +0.8% |
| 30D | -10.3% | -1.1% | -9.2% | -9.9% |
| 3M | -0.7% | -5.3% | +4.7% | +1.7% |
| 6M | +24.8% | +3.9% | +20.9% | +21.1% |
| YTD | +11.5% | +20.3% | -8.8% | -0.6% |
| 1Y | +12.3% | +10.4% | +1.9% | +4.8% |
| 3Y | +33.5% | +46.3% | -12.8% | +2.2% |
| 5Y | -67.5% | +37.6% | -105.1% | -72.4% |
| All | -67.5% | +37.3% | -104.8% | -72.4% |
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