+587.2%
KGC vs GAP
+1.5%
+585.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | -6.7% | -1.9% | -4.7% | -6.6% |
| 30D | -6.7% | -7.1% | +0.4% | -6.4% |
| 3M | -22.6% | +4.1% | -26.7% | -22.8% |
| 6M | -33.4% | +1.9% | -35.3% | -33.6% |
| YTD | -26.0% | -15.2% | -10.8% | -25.8% |
| 1Y | -18.3% | -10.6% | -7.7% | -18.3% |
| 3Y | +315.8% | +74.6% | +241.2% | +304.9% |
| 5Y | +225.7% | +3.7% | +222.0% | +212.2% |
| All | +587.2% | +1.5% | +585.7% | +538.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling