-29.6%
ZTS vs KGC
-14.2%
-15.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +5.9% | +0.4% |
| 7D | -0.6% | +8.0% | -8.7% | -0.9% |
| 30D | +11.0% | -9.3% | +20.3% | +10.9% |
| 3M | +10.9% | -21.3% | +32.3% | +11.2% |
| 6M | +0.9% | -31.5% | +32.4% | +2.6% |
| YTD | -33.0% | -23.2% | -9.7% | -33.2% |
| 1Y | -29.6% | -15.0% | -14.6% | -31.3% |
| All | -29.6% | -14.2% | -15.4% | -31.3% |
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