-49.5%
ZTS vs KGC
+350.6%
-400.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +0.9% | +3.5% |
| 7D | -1.0% | +11.1% | -12.2% | -1.6% |
| 30D | +10.8% | -3.7% | +14.5% | +10.8% |
| 3M | +14.1% | -17.2% | +31.3% | +14.7% |
| 6M | +0.8% | -27.3% | +28.0% | +2.2% |
| YTD | -33.1% | -18.5% | -14.6% | -32.9% |
| 1Y | -30.0% | -5.7% | -24.3% | -30.5% |
| 3Y | -49.5% | +336.5% | -386.0% | -57.7% |
| All | -49.5% | +350.6% | -400.2% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling