+54.1%
ZM vs KGC
+870.0%
-815.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -5.7% | -5.6% | 0.0% | -5.1% |
| 30D | -9.1% | +6.1% | -15.2% | -9.7% |
| 3M | +3.5% | +17.3% | -13.8% | +1.5% |
| 6M | +25.7% | -10.3% | +36.0% | +26.2% |
| YTD | +10.8% | +3.9% | +6.9% | +8.7% |
| 1Y | +12.8% | +25.7% | -13.0% | +7.5% |
| 3Y | +33.1% | +526.0% | -492.8% | -0.9% |
| 5Y | -68.3% | +455.5% | -523.8% | -76.5% |
| All | +54.1% | +870.0% | -815.9% | +53.8% |
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