+33.1%
KRE vs ZS
-43.4%
+76.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | -1.4% | -8.1% | +6.6% | -0.3% |
| 30D | -3.9% | -8.4% | +4.5% | -3.0% |
| 3M | +3.6% | +31.1% | -27.4% | -0.7% |
| 6M | +15.4% | +4.4% | +11.0% | +11.9% |
| YTD | +15.2% | -27.3% | +42.5% | +17.9% |
| 1Y | +16.5% | -41.4% | +57.8% | +23.0% |
| 3Y | +85.2% | +1.7% | +83.5% | +75.8% |
| 5Y | +33.1% | -39.6% | +72.7% | +28.0% |
| All | +33.1% | -43.4% | +76.5% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling