+58.2%
ZM vs KGC
+615.0%
-556.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.3% | +8.2% | +7.9% |
| 7D | +6.8% | +0.2% | +6.6% | +6.7% |
| 30D | +0.1% | -8.8% | +9.0% | +1.1% |
| 3M | -7.5% | -21.1% | +13.6% | -5.3% |
| 6M | -8.4% | -32.3% | +23.9% | -5.0% |
| YTD | +13.7% | -23.5% | +37.1% | +15.2% |
| 1Y | +15.9% | -15.0% | +30.9% | +15.9% |
| 3Y | +58.0% | +327.5% | -269.5% | +23.0% |
| 5Y | -60.4% | +244.3% | -304.7% | -69.2% |
| All | +58.2% | +615.0% | -556.8% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling