+445.9%
KGC vs ZBRA
-40.4%
+486.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | +0.4% |
| 7D | -5.6% | -3.4% | -2.2% | -5.1% |
| 30D | +6.1% | -7.4% | +13.5% | +7.4% |
| 3M | +17.3% | +57.5% | -40.2% | +8.0% |
| 6M | -10.3% | +64.0% | -74.3% | -18.2% |
| YTD | +3.9% | +44.3% | -40.4% | -4.1% |
| 1Y | +25.7% | +10.9% | +14.9% | +21.5% |
| 3Y | +526.0% | +37.5% | +488.4% | +459.1% |
| All | +445.9% | -40.4% | +486.3% | +405.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling