+31.7%
KRE vs ZBH
-28.6%
+60.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -1.8% | -4.7% | +2.9% | -0.2% |
| 30D | -4.5% | -4.5% | 0.0% | -3.1% |
| 3M | +2.7% | +7.6% | -4.8% | -0.4% |
| 6M | +16.9% | +0.3% | +16.6% | +15.7% |
| YTD | +15.4% | +4.5% | +10.8% | +12.2% |
| 1Y | +16.1% | -9.4% | +25.5% | +18.2% |
| 3Y | +85.7% | -21.5% | +107.2% | +98.1% |
| All | +31.7% | -28.6% | +60.3% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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