+502.4%
KGC vs ZCMD
-100.0%
+602.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.5% | -2.2% |
| 7D | -1.3% | -8.0% | +6.7% | -1.1% |
| 30D | +20.3% | -27.9% | +48.2% | +21.0% |
| 3M | +8.1% | -74.6% | +82.7% | +7.6% |
| 6M | -8.8% | -99.5% | +90.7% | -4.1% |
| YTD | +10.1% | -99.7% | +109.8% | +17.6% |
| 1Y | +44.2% | -99.9% | +144.1% | +56.6% |
| 3Y | +533.0% | -100.0% | +633.0% | +636.6% |
| 5Y | +443.0% | -100.0% | +543.0% | +537.1% |
| All | +502.4% | -100.0% | +602.4% | +753.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling