-49.6%
ZTS vs KGC
+43.6%
-93.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | -2.0% | -1.3% | -0.7% | -2.0% |
| 30D | +1.9% | +20.3% | -18.4% | +1.5% |
| 3M | -4.0% | +8.1% | -12.1% | -3.8% |
| 6M | -39.1% | -8.8% | -30.4% | -38.4% |
| YTD | -38.8% | +10.1% | -48.9% | -39.1% |
| 1Y | -49.6% | +44.2% | -93.8% | -51.0% |
| All | -49.6% | +43.6% | -93.2% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling