+1,907.9%
KGC vs Z
+25.1%
+1,882.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | -1.3% | -3.0% | +1.7% | -0.9% |
| 30D | +20.3% | -4.2% | +24.5% | +20.7% |
| 3M | +8.1% | -3.7% | +11.8% | +8.3% |
| 6M | -8.8% | -24.5% | +15.7% | -6.4% |
| YTD | +10.1% | -49.3% | +59.4% | +17.8% |
| 1Y | +44.2% | -58.7% | +102.9% | +57.4% |
| 3Y | +533.0% | -34.1% | +567.2% | +541.8% |
| 5Y | +443.0% | -64.5% | +507.5% | +461.3% |
| 10Y | +678.6% | -0.5% | +679.0% | +626.0% |
| All | +1,907.9% | +25.1% | +1,882.8% | +1,938.3% |
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 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