-26.7%
ZTS vs KGC
-5.3%
-21.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.5% | 0.0% | +7.3% |
| 7D | +15.4% | -6.8% | +22.2% | +15.4% |
| 30D | +25.8% | -9.2% | +34.9% | +25.7% |
| 3M | +18.1% | -9.1% | +27.2% | +18.0% |
| 6M | -19.7% | -25.7% | +5.9% | -19.1% |
| YTD | -27.5% | -23.6% | -3.9% | -26.7% |
| 1Y | -26.7% | -4.3% | -22.4% | -26.5% |
| All | -26.7% | -5.3% | -21.4% | -26.5% |
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