+98.0%
ZETA vs KGC
-20.2%
+118.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +18.1% | -6.7% | +24.8% | +19.7% |
| 30D | +13.6% | -6.7% | +20.2% | +14.9% |
| 3M | +23.7% | -22.6% | +46.3% | +29.4% |
| 6M | +128.5% | -33.4% | +161.9% | +145.2% |
| YTD | +80.1% | -26.0% | +106.1% | +76.7% |
| 1Y | +98.0% | -18.3% | +116.3% | +87.4% |
| All | +98.0% | -20.2% | +118.2% | +87.4% |
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