-4.3%
KGC vs GAP
+10.4%
-14.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.0% | -0.5% | +6.4% |
| 7D | -6.8% | +8.0% | -14.7% | -7.7% |
| 30D | -9.2% | +2.7% | -11.8% | -9.6% |
| 3M | -9.1% | +16.0% | -25.1% | -11.1% |
| 6M | -25.7% | +2.0% | -27.7% | -26.7% |
| YTD | -23.6% | -4.4% | -19.2% | -26.2% |
| 1Y | -4.3% | +9.2% | -13.5% | -13.4% |
| All | -4.3% | +10.4% | -14.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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