+461.7%
KGC vs ZCMD
-100.0%
+561.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.2% |
| 7D | -0.1% | -4.1% | +4.0% | -0.1% |
| 30D | +10.5% | -22.7% | +33.2% | +10.7% |
| 3M | +19.8% | -62.5% | +82.3% | +19.1% |
| 6M | -6.7% | -99.5% | +92.8% | -6.6% |
| YTD | +7.8% | -99.7% | +107.5% | +7.9% |
| 1Y | +35.7% | -99.9% | +135.6% | +36.0% |
| 3Y | +553.7% | -100.0% | +653.7% | +537.9% |
| 5Y | +461.7% | -100.0% | +561.7% | +466.8% |
| All | +461.7% | -100.0% | +561.7% | +466.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling