-20.1%
KGC vs Z
-61.0%
+40.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.3% | -3.2% |
| 7D | -4.1% | -4.9% | +0.8% | -3.3% |
| 30D | -11.6% | +3.0% | -14.6% | -12.3% |
| 3M | -24.5% | -13.4% | -11.1% | -23.6% |
| 6M | -34.6% | -27.3% | -7.2% | -33.0% |
| YTD | -26.2% | -57.8% | +31.6% | -18.0% |
| 1Y | -20.1% | -60.0% | +39.9% | -10.9% |
| All | -20.1% | -61.0% | +40.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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