-58.7%
ZTS vs KGC
+556.1%
-614.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -2.9% |
| 7D | -4.8% | +2.4% | -7.2% | -4.9% |
| 30D | +1.2% | +9.2% | -8.0% | +0.8% |
| 3M | -6.0% | +16.7% | -22.8% | -6.9% |
| 6M | -38.7% | -7.0% | -31.7% | -38.4% |
| YTD | -40.6% | +7.5% | -48.1% | -41.1% |
| 1Y | -50.6% | +34.4% | -84.9% | -51.8% |
| 3Y | -58.7% | +552.0% | -610.7% | -66.5% |
| All | -58.7% | +556.1% | -614.8% | -66.5% |
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 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