-67.5%
ZM vs KGC
+454.1%
-521.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -10.3% | +10.5% | -20.8% | -11.3% |
| 3M | -0.7% | +19.8% | -20.5% | -2.9% |
| 6M | +24.8% | -6.7% | +31.5% | +24.9% |
| YTD | +11.5% | +7.8% | +3.7% | +8.6% |
| 1Y | +12.3% | +35.7% | -23.3% | +5.0% |
| 3Y | +33.5% | +553.7% | -520.2% | -10.9% |
| 5Y | -67.5% | +461.7% | -529.2% | -77.6% |
| All | -67.5% | +454.1% | -521.6% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling