-62.8%
ZTS vs KIM
+37.7%
-100.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.2% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +1.2% | -1.7% | +2.9% | +1.9% |
| 3M | -6.0% | -0.8% | -5.2% | -5.8% |
| 6M | -38.7% | +4.4% | -43.1% | -39.8% |
| YTD | -40.6% | +21.2% | -61.9% | -45.2% |
| 1Y | -50.6% | +10.5% | -61.1% | -52.7% |
| 3Y | -58.7% | +47.5% | -106.2% | -65.0% |
| 5Y | -62.8% | +37.1% | -99.9% | -67.2% |
| All | -62.8% | +37.7% | -100.6% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling