+87.8%
ZTS vs KIM
+63.6%
+24.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +5.6% | +0.1% | +5.4% | +5.5% |
| 30D | +12.1% | +14.1% | -2.0% | +8.5% |
| 3M | +11.3% | +6.0% | +5.3% | +9.7% |
| 6M | +14.3% | +13.2% | +1.1% | +10.8% |
| YTD | -31.9% | +30.4% | -62.3% | -36.2% |
| 1Y | -29.3% | +31.0% | -60.3% | -33.8% |
| 3Y | -48.0% | +67.6% | -115.7% | -54.2% |
| 5Y | -58.9% | +35.8% | -94.7% | -62.3% |
| All | +87.8% | +63.6% | +24.2% | +46.9% |
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 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