+61.0%
ZM vs KGC
+591.3%
-530.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +11.0% | -6.7% | +17.7% | +11.9% |
| 30D | +5.6% | -6.7% | +12.3% | +6.4% |
| 3M | -9.1% | -22.6% | +13.4% | -6.7% |
| 6M | -2.6% | -33.4% | +30.9% | +1.3% |
| YTD | +15.7% | -26.0% | +41.6% | +17.6% |
| 1Y | +18.8% | -18.3% | +37.1% | +19.2% |
| 3Y | +62.2% | +315.8% | -253.6% | +26.6% |
| 5Y | -60.9% | +225.7% | -286.6% | -69.4% |
| All | +61.0% | +591.3% | -530.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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