+252.6%
ZETA vs KGC
+334.2%
-81.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | +35.4% | +8.1% | +27.3% | +31.5% |
| 6M | +67.1% | -8.8% | +75.9% | +68.4% |
| YTD | +54.1% | +10.1% | +44.0% | +46.2% |
| 1Y | +67.8% | +44.2% | +23.6% | +46.7% |
| 3Y | +311.4% | +533.0% | -221.6% | +128.5% |
| 5Y | +324.8% | +443.0% | -118.2% | +143.9% |
| All | +252.6% | +334.2% | -81.6% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling