-42.2%
ZS vs KGC
+452.7%
-494.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.2% |
| 7D | -9.2% | +2.4% | -11.7% | -9.6% |
| 30D | -4.0% | +9.2% | -13.2% | -5.6% |
| 3M | +25.3% | +16.7% | +8.5% | +21.4% |
| 6M | -1.3% | -7.0% | +5.7% | -1.2% |
| YTD | -28.0% | +7.5% | -35.5% | -30.9% |
| 1Y | -42.5% | +34.4% | -76.8% | -48.1% |
| 3Y | +0.7% | +552.0% | -551.2% | -39.2% |
| All | -42.2% | +452.7% | -494.9% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling