-43.6%
ZS vs KIM
+36.8%
-80.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -13.7% | -1.0% | -12.6% | -13.1% |
| 30D | -14.2% | +14.8% | -29.0% | -20.5% |
| 3M | +8.5% | +8.1% | +0.4% | +3.6% |
| 6M | +30.2% | +11.7% | +18.5% | +21.3% |
| YTD | -13.8% | +30.7% | -44.6% | -27.8% |
| 1Y | -41.5% | +29.7% | -71.2% | -50.8% |
| 3Y | +10.7% | +65.1% | -54.4% | -25.4% |
| 5Y | -43.6% | +34.7% | -78.3% | -55.2% |
| All | -43.6% | +36.8% | -80.4% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling