+149.6%
KRE vs ZBH
+73.3%
+76.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -1.1% | -4.9% | +3.9% | +1.7% |
| 30D | -3.4% | -3.2% | -0.2% | -1.8% |
| 3M | +3.7% | +5.8% | -2.1% | -0.4% |
| 6M | +14.8% | +2.0% | +12.8% | +11.5% |
| YTD | +14.7% | +5.8% | +8.9% | +8.7% |
| 1Y | +16.0% | -7.9% | +24.0% | +17.4% |
| 3Y | +84.3% | -19.4% | +103.6% | +95.2% |
| 5Y | +30.9% | -29.5% | +60.4% | +46.5% |
| 10Y | +122.0% | -15.5% | +137.5% | +109.2% |
| All | +149.6% | +73.3% | +76.3% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling