+398.6%
ZS vs KGC
+790.1%
-391.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | -3.1% | -5.6% | +2.5% | -2.4% |
| 30D | -7.2% | +6.1% | -13.4% | -8.0% |
| 3M | +30.5% | +17.3% | +13.1% | +27.6% |
| 6M | +7.0% | -10.3% | +17.3% | +7.5% |
| YTD | -26.8% | +3.9% | -30.7% | -28.4% |
| 1Y | -42.6% | +25.7% | -68.3% | -45.6% |
| 3Y | -0.3% | +526.0% | -526.3% | -24.4% |
| 5Y | -39.2% | +455.5% | -494.7% | -54.5% |
| All | +398.6% | +790.1% | -391.5% | +297.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling