+201.1%
ZTS vs KGC
+189.6%
+11.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -7.4% | +0.2% | -7.7% | -7.5% |
| 30D | +9.9% | -8.8% | +18.7% | +10.2% |
| 3M | +10.3% | -21.1% | +31.4% | +11.3% |
| 6M | +9.2% | -32.3% | +41.5% | +10.7% |
| YTD | -32.9% | -23.5% | -9.4% | -32.5% |
| 1Y | -29.7% | -15.0% | -14.7% | -29.7% |
| 3Y | -49.0% | +327.5% | -376.5% | -52.9% |
| 5Y | -59.3% | +244.3% | -303.6% | -62.5% |
| 10Y | +78.9% | +634.8% | -555.8% | +64.0% |
| All | +201.1% | +189.6% | +11.6% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling