-26.7%
ZTS vs KIM
+33.1%
-59.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +5.2% |
| 7D | +15.4% | +10.6% | +4.8% | +8.8% |
| 30D | +25.8% | +17.5% | +8.3% | +14.4% |
| 3M | +18.1% | +4.7% | +13.4% | +14.8% |
| 6M | -19.7% | +13.1% | -32.9% | -26.2% |
| YTD | -27.5% | +32.1% | -59.6% | -39.2% |
| 1Y | -26.7% | +32.7% | -59.4% | -38.9% |
| All | -26.7% | +33.1% | -59.8% | -38.9% |
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