+290.4%
ZETA vs KGC
+562.0%
-271.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.5% |
| 7D | +2.7% | -1.3% | +3.9% | +3.0% |
| 30D | +15.8% | +20.3% | -4.5% | +10.0% |
| 3M | +35.4% | +8.1% | +27.3% | +31.7% |
| 6M | +67.1% | -8.8% | +75.9% | +68.2% |
| YTD | +54.1% | +10.1% | +44.0% | +46.2% |
| 1Y | +67.8% | +44.2% | +23.6% | +47.1% |
| All | +290.4% | +562.0% | -271.6% | +118.6% |
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 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