+483.2%
ZS vs KIM
+170.7%
+312.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -12.8% | +14.1% | -26.9% | -14.6% |
| 3M | +2.3% | +6.0% | -3.7% | +1.3% |
| 6M | +26.3% | +13.2% | +13.0% | +23.7% |
| YTD | -14.4% | +30.4% | -44.8% | -18.2% |
| 1Y | -37.6% | +31.0% | -68.7% | -40.5% |
| 3Y | +8.0% | +67.6% | -59.6% | -0.8% |
| 5Y | -44.9% | +35.8% | -80.6% | -48.1% |
| All | +483.2% | +170.7% | +312.5% | +471.5% |
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 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