+58.8%
ZTS vs KIM
+29.7%
+29.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.8% | -1.0% | -2.8% | -3.5% |
| 30D | -2.0% | -1.1% | -0.9% | -1.8% |
| 3M | -10.2% | -5.3% | -4.9% | -9.0% |
| 6M | -39.4% | +3.9% | -43.3% | -40.0% |
| YTD | -40.8% | +20.3% | -61.1% | -43.5% |
| 1Y | -50.1% | +10.4% | -60.6% | -51.4% |
| 3Y | -58.9% | +46.3% | -105.2% | -62.6% |
| 5Y | -62.4% | +37.6% | -99.9% | -65.5% |
| 10Y | +58.8% | +34.5% | +24.3% | +30.3% |
| All | +58.8% | +29.7% | +29.1% | +30.3% |
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