+45.2%
KRE vs ZS
+488.9%
-443.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | -0.9% |
| 7D | +2.3% | -9.2% | +11.5% | +3.2% |
| 30D | -2.5% | -4.0% | +1.5% | -2.3% |
| 3M | +6.2% | +25.3% | -19.1% | +3.9% |
| 6M | +15.8% | -1.3% | +17.1% | +14.3% |
| YTD | +16.0% | -28.0% | +44.0% | +17.6% |
| 1Y | +16.2% | -42.5% | +58.7% | +20.0% |
| 3Y | +86.4% | +0.7% | +85.7% | +82.0% |
| 5Y | +33.0% | -42.3% | +75.3% | +29.3% |
| All | +45.2% | +488.9% | -443.7% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling