+61.0%
ZM vs KIM
+108.3%
-47.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.1% |
| 7D | +11.0% | +0.1% | +10.9% | +11.0% |
| 30D | +5.6% | +14.1% | -8.5% | +5.5% |
| 3M | -9.1% | +6.0% | -15.1% | -9.2% |
| 6M | -2.6% | +13.2% | -15.8% | -2.7% |
| YTD | +15.7% | +30.4% | -14.7% | +15.0% |
| 1Y | +18.8% | +31.0% | -12.3% | +18.1% |
| 3Y | +62.2% | +67.6% | -5.5% | +61.8% |
| 5Y | -60.9% | +35.8% | -96.6% | -61.7% |
| All | +61.0% | +108.3% | -47.3% | +106.5% |
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