+200.2%
ZTS vs KIM
+133.4%
+66.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.4% |
| 7D | -1.0% | +2.8% | -3.9% | -1.7% |
| 30D | +10.8% | +16.3% | -5.6% | +6.6% |
| 3M | +14.1% | +6.6% | +7.4% | +12.2% |
| 6M | +0.8% | +12.3% | -11.6% | -2.2% |
| YTD | -33.1% | +31.6% | -64.7% | -37.6% |
| 1Y | -30.0% | +31.5% | -61.5% | -34.7% |
| 3Y | -49.5% | +68.0% | -117.5% | -55.8% |
| 5Y | -60.2% | +38.7% | -98.9% | -63.9% |
| 10Y | +77.0% | +65.7% | +11.3% | +45.7% |
| All | +200.2% | +133.4% | +66.8% | +105.1% |
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