+414.5%
ZS vs KGC
+843.2%
-428.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.2% |
| 7D | -7.8% | -1.3% | -6.6% | -7.7% |
| 30D | +5.0% | +20.3% | -15.2% | +2.6% |
| 3M | +25.5% | +8.1% | +17.5% | +23.9% |
| 6M | +8.7% | -8.8% | +17.5% | +9.0% |
| YTD | -24.5% | +10.1% | -34.6% | -26.6% |
| 1Y | -36.7% | +44.2% | -80.9% | -41.1% |
| 3Y | +7.2% | +533.0% | -525.8% | -18.9% |
| 5Y | -40.9% | +443.0% | -483.9% | -55.9% |
| All | +414.5% | +843.2% | -428.7% | +307.0% |
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