+67.1%
ZETA vs KGC
-10.3%
+77.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +10.2% |
| 3M | +35.4% | +8.1% | +27.3% | +31.3% |
| 6M | +67.1% | -8.8% | +75.9% | +66.4% |
| All | +67.1% | -10.3% | +77.4% | +66.4% |
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 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