+464.5%
KGC vs ZCMD
-100.0%
+564.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.3% |
| 7D | -8.4% | -2.0% | -6.4% | -8.4% |
| 30D | +6.3% | -19.8% | +26.2% | +6.7% |
| 3M | +22.4% | -62.1% | +84.5% | +20.8% |
| 6M | -11.4% | -99.5% | +88.1% | -6.7% |
| YTD | +3.1% | -99.7% | +102.9% | +10.2% |
| 1Y | +26.6% | -99.9% | +126.5% | +37.7% |
| 3Y | +525.6% | -100.0% | +625.6% | +627.2% |
| 5Y | +451.7% | -100.0% | +551.6% | +543.6% |
| All | +464.5% | -100.0% | +564.5% | +699.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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