+44.4%
KRE vs ZS
+498.3%
-453.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -1.8% | -3.1% | +1.3% | -1.6% |
| 30D | -4.5% | -7.2% | +2.7% | -4.0% |
| 3M | +2.7% | +30.5% | -27.7% | +0.1% |
| 6M | +16.9% | +7.0% | +9.9% | +14.5% |
| YTD | +15.4% | -26.8% | +42.2% | +16.8% |
| 1Y | +16.1% | -42.6% | +58.7% | +20.0% |
| 3Y | +85.7% | -0.3% | +86.0% | +81.4% |
| 5Y | +33.3% | -39.2% | +72.5% | +29.3% |
| All | +44.4% | +498.3% | -453.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling