+78.9%
ZTS vs KIM
+63.9%
+15.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -7.4% | -1.0% | -6.4% | -7.2% |
| 30D | +9.9% | +14.8% | -4.9% | +6.2% |
| 3M | +10.3% | +8.1% | +2.2% | +8.2% |
| 6M | +9.2% | +11.7% | -2.5% | +6.2% |
| YTD | -32.9% | +30.7% | -63.6% | -37.2% |
| 1Y | -29.7% | +29.7% | -59.5% | -34.1% |
| 3Y | -49.0% | +65.1% | -114.1% | -54.9% |
| 5Y | -59.3% | +34.7% | -93.9% | -62.6% |
| 10Y | +78.9% | +64.1% | +14.8% | +37.4% |
| All | +78.9% | +63.9% | +15.1% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling