+414.5%
ZS vs KIM
+150.0%
+264.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -7.8% | +0.4% | -8.3% | -7.9% |
| 30D | +5.0% | -4.0% | +9.0% | +5.6% |
| 3M | +25.5% | +0.5% | +25.0% | +25.3% |
| 6M | +8.7% | +3.6% | +5.1% | +7.9% |
| YTD | -24.5% | +20.4% | -44.9% | -26.9% |
| 1Y | -36.7% | +9.7% | -46.4% | -37.9% |
| 3Y | +7.2% | +46.0% | -38.8% | +0.4% |
| 5Y | -40.9% | +34.4% | -75.4% | -43.7% |
| All | +414.5% | +150.0% | +264.5% | +410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling