+587.2%
KGC vs ZBH
+17.7%
+569.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -6.7% | -2.3% | -4.4% | -6.3% |
| 30D | -6.7% | +12.5% | -19.1% | -8.5% |
| 3M | -22.6% | +3.9% | -26.5% | -23.2% |
| 6M | -33.4% | +25.4% | -58.9% | -36.0% |
| YTD | -26.0% | +15.7% | -41.7% | -27.9% |
| 1Y | -18.3% | +15.2% | -33.5% | -20.4% |
| 3Y | +315.8% | +0.3% | +315.4% | +307.7% |
| 5Y | +225.7% | -16.1% | +241.8% | +228.1% |
| All | +587.2% | +17.7% | +569.5% | +487.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling