+1,361.6%
AAPL vs KGC
+635.9%
+725.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.1% |
| 7D | +3.2% | -4.1% | +7.3% | +3.5% |
| 30D | +4.1% | -11.6% | +15.7% | +4.9% |
| 3M | +17.5% | -24.5% | +42.0% | +19.6% |
| 6M | +20.6% | -34.6% | +55.1% | +23.7% |
| YTD | +31.0% | -26.2% | +57.2% | +32.6% |
| 1Y | +30.2% | -20.1% | +50.3% | +30.9% |
| 3Y | +92.9% | +312.4% | -219.5% | +69.0% |
| 5Y | +142.4% | +224.9% | -82.5% | +112.0% |
| All | +1,361.6% | +635.9% | +725.7% | +1,203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling