+395.4%
ZS vs KIM
+146.8%
+248.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -8.1% | -1.5% | -6.6% | -7.9% |
| 30D | -8.4% | -1.7% | -6.8% | -8.2% |
| 3M | +31.1% | -7.1% | +38.2% | +32.5% |
| 6M | +4.4% | +2.9% | +1.5% | +3.7% |
| YTD | -27.3% | +18.8% | -46.2% | -29.5% |
| 1Y | -41.4% | +9.4% | -50.8% | -42.4% |
| 3Y | +1.7% | +44.6% | -42.9% | -4.6% |
| 5Y | -39.6% | +37.9% | -77.5% | -42.3% |
| All | +395.4% | +146.8% | +248.6% | +392.5% |
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