+357.0%
KGC vs TAP
+825.0%
-468.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -1.3% | -2.3% | +1.0% | -1.1% |
| 30D | +20.3% | -2.1% | +22.4% | +20.5% |
| 3M | +8.1% | +6.6% | +1.5% | +7.4% |
| 6M | -8.8% | -11.5% | +2.7% | -8.0% |
| YTD | +10.1% | -10.3% | +20.3% | +10.7% |
| 1Y | +44.2% | -14.4% | +58.6% | +45.5% |
| 3Y | +533.0% | -28.3% | +561.3% | +544.9% |
| 5Y | +443.0% | +1.7% | +441.3% | +437.7% |
| 10Y | +678.6% | -49.2% | +727.8% | +694.4% |
| All | +357.0% | +825.0% | -468.0% | +401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling