-40.7%
ZS vs KIM
+37.3%
-78.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 7D | -3.8% | -1.0% | -2.9% | -3.4% |
| 30D | -6.0% | -1.1% | -4.9% | -5.6% |
| 3M | +32.0% | -5.3% | +37.3% | +35.5% |
| 6M | +2.1% | +3.9% | -1.8% | -1.2% |
| YTD | -26.2% | +20.3% | -46.4% | -34.7% |
| 1Y | -41.2% | +10.4% | -51.6% | -45.4% |
| 3Y | +3.3% | +46.3% | -43.0% | -23.8% |
| 5Y | -40.7% | +37.6% | -78.3% | -51.6% |
| All | -40.7% | +37.3% | -78.0% | -51.6% |
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