+483.2%
ZS vs KGC
+534.3%
-51.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.6% | -6.7% | +4.0% | -1.9% |
| 30D | -12.8% | -6.7% | -6.2% | -12.3% |
| 3M | +2.3% | -22.6% | +24.9% | +4.7% |
| 6M | +26.3% | -33.4% | +59.7% | +31.2% |
| YTD | -14.4% | -26.0% | +11.6% | -13.3% |
| 1Y | -37.6% | -18.3% | -19.3% | -37.8% |
| 3Y | +8.0% | +315.8% | -307.8% | -14.4% |
| 5Y | -44.9% | +225.7% | -270.6% | -56.8% |
| All | +483.2% | +534.3% | -51.1% | +380.6% |
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