+174.6%
ZTS vs KIM
+113.7%
+61.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | +1.9% | -4.0% | +5.9% | +2.9% |
| 3M | -4.0% | +0.5% | -4.5% | -4.2% |
| 6M | -39.1% | +3.6% | -42.7% | -39.7% |
| YTD | -38.8% | +20.4% | -59.2% | -41.7% |
| 1Y | -49.6% | +9.7% | -59.3% | -50.8% |
| 3Y | -59.0% | +46.0% | -105.0% | -62.9% |
| 5Y | -61.8% | +34.4% | -96.2% | -65.0% |
| 10Y | +61.4% | +29.3% | +32.1% | +43.3% |
| All | +174.6% | +113.7% | +61.0% | +91.8% |
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