-36.7%
ZS vs KNX
+67.7%
-104.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -4.7% |
| 7D | -7.8% | +7.1% | -14.9% | -8.2% |
| 30D | +5.0% | +1.7% | +3.4% | +4.9% |
| 3M | +25.5% | -8.1% | +33.7% | +25.6% |
| 6M | +8.7% | +14.0% | -5.3% | +8.5% |
| YTD | -24.5% | +38.5% | -63.0% | -25.4% |
| 1Y | -36.7% | +65.4% | -102.1% | -38.3% |
| All | -36.7% | +67.7% | -104.4% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling