-2.6%
APA vs KGC
+678.3%
-680.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +9.3% | +10.5% | -1.2% | +8.0% |
| 3M | +23.3% | +19.8% | +3.6% | +20.3% |
| 6M | +39.5% | -6.7% | +46.2% | +38.9% |
| YTD | +87.6% | +7.8% | +79.8% | +82.0% |
| 1Y | +114.2% | +35.7% | +78.6% | +100.3% |
| 3Y | +13.6% | +553.7% | -540.1% | -17.8% |
| 5Y | +175.6% | +461.7% | -286.1% | +98.7% |
| 10Y | -2.6% | +710.2% | -712.8% | -27.6% |
| All | -2.6% | +678.3% | -680.9% | -27.6% |
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