+485.5%
ZS vs KIM
+169.7%
+315.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -5.2% | -0.7% | -4.6% | -5.1% |
| 30D | -15.5% | +13.4% | -28.9% | -17.1% |
| 3M | +9.0% | +6.5% | +2.4% | +7.8% |
| 6M | +32.2% | +10.6% | +21.6% | +29.9% |
| YTD | -14.1% | +29.9% | -44.0% | -17.9% |
| 1Y | -39.1% | +29.6% | -68.6% | -41.7% |
| 3Y | +10.4% | +64.1% | -53.7% | +1.7% |
| 5Y | -44.6% | +35.3% | -79.9% | -47.9% |
| All | +485.5% | +169.7% | +315.8% | +474.0% |
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