+54.0%
ZM vs KGC
+863.4%
-809.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.3% |
| 7D | -2.7% | -8.4% | +5.7% | -1.8% |
| 30D | -10.0% | +6.3% | -16.3% | -10.6% |
| 3M | +1.6% | +22.4% | -20.8% | -0.9% |
| 6M | +25.0% | -11.4% | +36.4% | +25.7% |
| YTD | +10.6% | +3.1% | +7.5% | +8.7% |
| 1Y | +14.0% | +26.6% | -12.7% | +8.5% |
| 3Y | +32.5% | +525.6% | -493.1% | -1.4% |
| 5Y | -68.3% | +451.7% | -520.0% | -76.5% |
| All | +54.0% | +863.4% | -809.4% | +53.7% |
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