-22.7%
ZS vs KRMN
+17.4%
-40.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.3% | +13.8% | +3.7% |
| 7D | -3.8% | -12.9% | +9.0% | -2.6% |
| 30D | -6.0% | -43.3% | +37.4% | -0.6% |
| 3M | +32.0% | -27.2% | +59.2% | +35.6% |
| 6M | +2.1% | -66.8% | +68.9% | +16.5% |
| YTD | -26.2% | -51.9% | +25.7% | -23.6% |
| 1Y | -41.2% | -43.7% | +2.5% | -42.0% |
| All | -22.7% | +17.4% | -40.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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