No, she just said "We underestimated them(a lot)"
To add more context, once she says that she uses her new attack taking down almost all the supernovas.
Yeah I found later that i missed that but based on the context she doesn't mean Zoro but all the supernovas, and not only Kaidou but she too. While they were fighting Kaidou was saying things like that they are more strong than what they expected