+58.8%
ZTS vs KGC
+678.3%
-619.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -2.0% | +10.5% | -12.5% | -2.7% |
| 3M | -10.2% | +19.8% | -30.0% | -11.5% |
| 6M | -39.4% | -6.7% | -32.7% | -39.4% |
| YTD | -40.8% | +7.8% | -48.6% | -41.5% |
| 1Y | -50.1% | +35.7% | -85.8% | -51.6% |
| 3Y | -58.9% | +553.7% | -612.6% | -64.9% |
| 5Y | -62.4% | +461.7% | -524.0% | -68.0% |
| 10Y | +58.8% | +710.2% | -651.4% | +37.5% |
| All | +58.8% | +678.3% | -619.5% | +37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling