-31.6%
ZS vs KGC
-5.3%
-26.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.1% |
| 7D | -12.3% | -6.8% | -5.5% | -12.4% |
| 30D | +11.2% | -9.2% | +20.4% | +10.9% |
| 3M | +37.5% | -9.1% | +46.6% | +37.1% |
| 6M | +57.8% | -25.7% | +83.5% | +55.8% |
| YTD | -0.2% | -23.6% | +23.4% | -2.5% |
| 1Y | -31.6% | -4.3% | -27.3% | -32.7% |
| All | -31.6% | -5.3% | -26.3% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling