+1,300.4%
KGC vs Z
+4.8%
+1,295.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.5% | -0.3% | -5.1% |
| 7D | +8.0% | -6.5% | +14.5% | +8.8% |
| 30D | -9.3% | -0.1% | -9.2% | -9.5% |
| 3M | -21.3% | -14.1% | -7.2% | -20.2% |
| 6M | -31.5% | -30.1% | -1.4% | -29.1% |
| YTD | -23.2% | -57.5% | +34.3% | -16.4% |
| 1Y | -15.0% | -60.3% | +45.3% | -6.9% |
| 3Y | +328.7% | -21.0% | +349.8% | +326.7% |
| 5Y | +262.9% | -54.9% | +317.8% | +270.8% |
| 10Y | +568.9% | -16.0% | +584.9% | +533.8% |
| All | +1,300.4% | +4.8% | +1,295.5% | +1,346.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling