+67.7%
KRE vs ZM
+48.4%
+19.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.6% | -1.2% |
| 7D | +2.3% | +1.6% | +0.7% | +2.3% |
| 30D | -2.5% | -7.7% | +5.2% | -2.3% |
| 3M | +6.2% | -4.7% | +10.9% | +6.3% |
| 6M | +15.8% | +24.4% | -8.6% | +15.1% |
| YTD | +16.0% | +11.8% | +4.2% | +15.5% |
| 1Y | +16.2% | +13.4% | +2.8% | +15.6% |
| 3Y | +86.4% | +33.8% | +52.6% | +84.6% |
| 5Y | +33.0% | -67.2% | +100.1% | +15.7% |
| All | +67.7% | +48.4% | +19.3% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ZM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling