+222.0%
KGC vs TAP
+0.6%
+221.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.3% |
| 7D | -6.7% | +1.3% | -7.9% | -6.9% |
| 30D | -6.7% | +5.7% | -12.4% | -7.6% |
| 3M | -22.6% | -1.9% | -20.7% | -22.5% |
| 6M | -33.4% | +0.9% | -34.4% | -33.8% |
| YTD | -26.0% | -9.5% | -16.5% | -25.2% |
| 1Y | -18.3% | -9.0% | -9.3% | -17.6% |
| 3Y | +315.8% | -22.2% | +338.0% | +327.0% |
| All | +222.0% | +0.6% | +221.4% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling