+128.6%
ZETA vs KGC
-31.8%
+160.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.9% | +7.7% |
| 7D | +18.8% | +0.2% | +18.5% | +18.3% |
| 30D | +12.6% | -8.8% | +21.5% | +14.6% |
| 3M | +29.5% | -21.1% | +50.5% | +34.6% |
| 6M | +128.6% | -32.3% | +160.9% | +161.0% |
| All | +128.6% | -31.8% | +160.4% | +161.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling