+242.2%
ZETA vs KGC
+325.2%
-83.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | +10.5% | +10.5% | 0.0% | +7.2% |
| 3M | +44.3% | +19.8% | +24.5% | +36.4% |
| 6M | +59.4% | -6.7% | +66.1% | +59.7% |
| YTD | +49.5% | +7.8% | +41.7% | +42.6% |
| 1Y | +62.7% | +35.7% | +27.0% | +44.5% |
| 3Y | +274.6% | +553.7% | -279.1% | +106.3% |
| 5Y | +349.3% | +461.7% | -112.4% | +152.2% |
| All | +242.2% | +325.2% | -83.0% | +117.7% |
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