+33.8%
ZM vs KGC
+556.1%
-522.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.5% | -4.7% |
| 7D | +1.6% | +2.4% | -0.8% | +1.5% |
| 30D | -7.7% | +9.2% | -16.9% | -7.9% |
| 3M | -4.7% | +16.7% | -21.4% | -5.0% |
| 6M | +24.4% | -7.0% | +31.4% | +24.7% |
| YTD | +11.8% | +7.5% | +4.3% | +11.0% |
| 1Y | +13.4% | +34.4% | -21.0% | +10.9% |
| 3Y | +33.8% | +552.0% | -518.1% | +12.5% |
| All | +33.8% | +556.1% | -522.3% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling