+547.9%
KGC vs ZBH
-20.1%
+568.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -2.1% |
| 7D | +2.4% | -5.2% | +7.7% | +2.7% |
| 30D | +9.2% | -2.4% | +11.6% | +9.4% |
| 3M | +16.7% | +8.3% | +8.5% | +16.3% |
| 6M | -7.0% | +0.7% | -7.7% | -7.0% |
| YTD | +7.5% | +5.3% | +2.1% | +7.8% |
| 1Y | +34.4% | -9.1% | +43.4% | +34.1% |
| All | +547.9% | -20.1% | +568.0% | +621.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling