+0.6%
ZS vs KGC
+548.3%
-547.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -6.0% | +10.5% | -16.5% | -7.1% |
| 3M | +32.0% | +19.8% | +12.2% | +29.0% |
| 6M | +2.1% | -6.7% | +8.8% | +2.2% |
| YTD | -26.2% | +7.8% | -33.9% | -28.5% |
| 1Y | -41.2% | +35.7% | -76.8% | -46.0% |
| All | +0.6% | +548.3% | -547.6% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling