-0.9%
APA vs KGC
+496.6%
-497.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.5% |
| 7D | -8.7% | +11.1% | -19.9% | -9.8% |
| 30D | -2.4% | -3.7% | +1.3% | -2.2% |
| 3M | +19.0% | -17.2% | +36.2% | +20.8% |
| 6M | +26.8% | -27.3% | +54.1% | +30.0% |
| YTD | +87.3% | -18.5% | +105.9% | +86.5% |
| 1Y | +92.3% | -5.7% | +98.0% | +87.2% |
| 3Y | +37.3% | +336.5% | -299.2% | +3.5% |
| 5Y | +73.2% | +298.7% | -225.5% | +28.3% |
| 10Y | -0.9% | +538.5% | -539.4% | -24.9% |
| All | -0.9% | +496.6% | -497.4% | -24.9% |
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