+8.1%
APA vs KGC
+562.0%
-553.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.2% |
| 7D | +0.5% | -1.3% | +1.8% | +0.6% |
| 30D | +23.4% | +20.3% | +3.1% | +23.1% |
| 3M | +12.7% | +8.1% | +4.6% | +13.0% |
| 6M | +39.4% | -8.8% | +48.2% | +40.9% |
| YTD | +79.0% | +10.1% | +68.9% | +75.7% |
| 1Y | +88.8% | +44.2% | +44.6% | +78.5% |
| All | +8.1% | +562.0% | -553.9% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling