+149.6%
KRE vs ZBRA
+914.2%
-764.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.2% |
| 7D | -1.1% | -1.8% | +0.7% | -0.3% |
| 30D | -3.4% | -8.8% | +5.4% | +0.4% |
| 3M | +3.7% | +47.2% | -43.5% | -14.5% |
| 6M | +14.8% | +61.3% | -46.5% | -10.2% |
| YTD | +14.7% | +42.0% | -27.4% | -5.9% |
| 1Y | +16.0% | +10.5% | +5.6% | +5.4% |
| 3Y | +84.3% | +34.5% | +49.7% | +47.8% |
| 5Y | +30.9% | -40.3% | +71.2% | +42.8% |
| 10Y | +122.0% | +421.5% | -299.6% | -21.0% |
| All | +149.6% | +914.2% | -764.6% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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