+286.2%
KGC vs TAP
+2.0%
+284.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.5% | +7.5% | +3.7% |
| 7D | +10.5% | +0.5% | +10.0% | +10.4% |
| 30D | -4.1% | +9.1% | -13.2% | -5.6% |
| 3M | -13.1% | -3.8% | -9.3% | -12.7% |
| 6M | -27.5% | -3.4% | -24.1% | -27.4% |
| YTD | -20.7% | -10.6% | -10.1% | -19.7% |
| 1Y | -6.1% | -4.4% | -1.7% | -6.3% |
| 3Y | +318.6% | -24.4% | +343.0% | +333.3% |
| All | +286.2% | +2.0% | +284.3% | +248.4% |
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