+200.7%
ZTS vs KIM
+132.5%
+68.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.6% | +2.8% | -3.4% | -1.3% |
| 30D | +11.0% | +15.9% | -4.9% | +6.9% |
| 3M | +10.9% | +7.8% | +3.2% | +8.9% |
| 6M | +0.9% | +11.9% | -11.0% | -2.0% |
| YTD | -33.0% | +31.0% | -64.0% | -37.5% |
| 1Y | -29.6% | +32.3% | -62.0% | -34.5% |
| 3Y | -49.0% | +65.5% | -114.5% | -55.2% |
| 5Y | -59.5% | +37.2% | -96.7% | -63.1% |
| 10Y | +77.0% | +63.9% | +13.1% | +46.2% |
| All | +200.7% | +132.5% | +68.3% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling