+341.8%
ZETA vs KGC
+450.8%
-109.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.2% |
| 7D | -2.4% | +2.4% | -4.9% | -3.0% |
| 30D | +15.6% | +9.2% | +6.4% | +12.6% |
| 3M | +41.5% | +16.7% | +24.8% | +34.9% |
| 6M | +63.4% | -7.0% | +70.4% | +63.8% |
| YTD | +51.3% | +7.5% | +43.8% | +44.7% |
| 1Y | +65.8% | +34.4% | +31.5% | +48.4% |
| 3Y | +279.2% | +552.0% | -272.8% | +114.9% |
| 5Y | +341.8% | +454.5% | -112.8% | +162.3% |
| All | +341.8% | +450.8% | -109.1% | +162.3% |
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