+217.8%
KGC vs GAP
+2,180.4%
-1,962.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | +0.2% | -9.3% | +9.6% | +0.7% |
| 30D | -8.8% | -5.5% | -3.3% | -8.6% |
| 3M | -21.1% | +3.5% | -24.6% | -21.3% |
| 6M | -32.3% | +0.7% | -33.0% | -32.5% |
| YTD | -23.5% | -13.4% | -10.1% | -23.3% |
| 1Y | -15.0% | -7.7% | -7.3% | -15.0% |
| 3Y | +327.5% | +74.4% | +253.1% | +310.9% |
| 5Y | +244.3% | +5.3% | +239.0% | +232.4% |
| 10Y | +634.8% | +4.7% | +630.1% | +590.9% |
| All | +217.8% | +2,180.4% | -1,962.5% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling