+18.8%
ZM vs KGC
-20.2%
+39.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +11.0% | -6.7% | +17.7% | +11.5% |
| 30D | +5.6% | -6.7% | +12.3% | +6.1% |
| 3M | -9.1% | -22.6% | +13.4% | -7.7% |
| 6M | -2.6% | -33.4% | +30.9% | -0.9% |
| YTD | +15.7% | -26.0% | +41.6% | +14.9% |
| 1Y | +18.8% | -18.3% | +37.1% | +17.0% |
| All | +18.8% | -20.2% | +39.0% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling