+655.3%
KGC vs ZBRA
+425.5%
+229.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -8.4% | -3.8% | -4.6% | -8.0% |
| 30D | +6.3% | -10.2% | +16.5% | +7.6% |
| 3M | +22.4% | +58.7% | -36.2% | +15.7% |
| 6M | -11.4% | +61.9% | -73.3% | -16.6% |
| YTD | +3.1% | +41.7% | -38.5% | -2.0% |
| 1Y | +26.6% | +12.4% | +14.3% | +23.3% |
| 3Y | +525.6% | +34.2% | +491.4% | +487.1% |
| 5Y | +451.7% | -40.8% | +492.4% | +439.8% |
| All | +655.3% | +425.5% | +229.8% | +556.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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