+286.2%
KGC vs Z
-55.4%
+341.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.5% | +3.4% |
| 7D | +10.5% | -4.6% | +15.0% | +11.2% |
| 30D | -4.1% | +8.3% | -12.4% | -5.7% |
| 3M | -13.1% | -11.6% | -1.5% | -11.8% |
| 6M | -27.5% | -33.6% | +6.1% | -23.5% |
| YTD | -20.7% | -56.7% | +36.0% | -10.9% |
| 1Y | -6.1% | -59.1% | +53.1% | +6.4% |
| 3Y | +318.6% | -20.4% | +339.0% | +306.5% |
| All | +286.2% | -55.4% | +341.6% | +284.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling