+69.9%
KRE vs ZM
+55.9%
+14.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | +1.3% | +2.9% | -1.6% | +1.2% |
| 30D | -2.7% | +0.7% | -3.4% | -2.7% |
| 3M | +8.2% | -3.7% | +11.9% | +8.2% |
| 6M | +12.8% | +29.9% | -17.1% | +12.0% |
| YTD | +17.5% | +17.4% | +0.1% | +16.8% |
| 1Y | +16.6% | +22.4% | -5.8% | +15.8% |
| 3Y | +79.5% | +41.3% | +38.2% | +77.6% |
| 5Y | +32.4% | -66.0% | +98.5% | +14.8% |
| All | +69.9% | +55.9% | +14.0% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling