+324.5%
ZETA vs KGC
+202.0%
+122.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.9% | +7.7% |
| 7D | +18.8% | +0.2% | +18.5% | +18.5% |
| 30D | +12.6% | -8.8% | +21.5% | +15.0% |
| 3M | +29.5% | -21.1% | +50.5% | +36.0% |
| 6M | +128.6% | -32.3% | +160.9% | +148.5% |
| YTD | +85.5% | -23.5% | +108.9% | +91.9% |
| 1Y | +90.6% | -15.0% | +105.6% | +91.5% |
| 3Y | +358.0% | +327.5% | +30.5% | +180.6% |
| 5Y | +282.0% | +244.3% | +37.7% | +148.7% |
| All | +324.5% | +202.0% | +122.5% | +192.9% |
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