+395.4%
ZS vs KNX
+52.0%
+343.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | -8.4% | +1.0% | -9.5% | -8.8% |
| 3M | +31.1% | -12.6% | +43.7% | +36.5% |
| 6M | +4.4% | +21.1% | -16.7% | -3.8% |
| YTD | -27.3% | +33.2% | -60.5% | -35.8% |
| 1Y | -41.4% | +67.8% | -109.1% | -53.0% |
| 3Y | +1.7% | +37.3% | -35.6% | -15.0% |
| 5Y | -39.6% | +41.1% | -80.7% | -50.3% |
| All | +395.4% | +52.0% | +343.4% | +297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling