+357.0%
KGC vs GAP
+2,258.2%
-1,901.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | -1.3% | -4.5% | +3.2% | -1.1% |
| 30D | +20.3% | +9.0% | +11.2% | +19.7% |
| 3M | +8.1% | +5.0% | +3.1% | +7.7% |
| 6M | -8.8% | -17.8% | +9.0% | -8.2% |
| YTD | +10.1% | -10.4% | +20.5% | +10.2% |
| 1Y | +44.2% | -3.4% | +47.6% | +43.8% |
| 3Y | +533.0% | +111.5% | +421.5% | +503.3% |
| 5Y | +443.0% | +8.8% | +434.2% | +423.5% |
| 10Y | +678.6% | +32.9% | +645.7% | +622.9% |
| All | +357.0% | +2,258.2% | -1,901.2% | +224.6% |
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 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