+249.0%
ZETA vs KGC
+212.8%
+36.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.0% | +2.3% | +4.5% |
| 7D | -0.4% | +10.5% | -10.9% | -3.1% |
| 30D | -8.0% | -4.1% | -4.0% | -7.2% |
| 3M | +21.4% | -13.1% | +34.5% | +24.5% |
| 6M | +80.1% | -27.5% | +107.6% | +92.6% |
| YTD | +52.5% | -20.7% | +73.2% | +56.6% |
| 1Y | +58.5% | -6.1% | +64.5% | +55.3% |
| 3Y | +281.7% | +318.6% | -36.9% | +135.5% |
| 5Y | +237.3% | +289.9% | -52.7% | +110.2% |
| All | +249.0% | +212.8% | +36.2% | +139.1% |
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