-39.1%
ZS vs KIM
+29.4%
-68.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.5% |
| 7D | -5.2% | -0.7% | -4.6% | -5.5% |
| 30D | -15.5% | +13.4% | -28.9% | -11.3% |
| 3M | +9.0% | +6.5% | +2.4% | +12.2% |
| 6M | +32.2% | +10.6% | +21.6% | +39.2% |
| YTD | -14.1% | +29.9% | -44.0% | -8.2% |
| 1Y | -39.1% | +29.6% | -68.6% | -35.0% |
| All | -39.1% | +29.4% | -68.5% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling