+37.5%
APA vs KGC
+338.6%
-301.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.7% |
| 7D | -15.5% | +10.5% | -26.0% | -15.3% |
| 30D | +2.4% | -4.1% | +6.4% | +2.5% |
| 3M | +22.8% | -13.1% | +35.9% | +22.8% |
| 6M | +17.9% | -27.5% | +45.5% | +18.5% |
| YTD | +87.7% | -20.7% | +108.4% | +84.9% |
| 1Y | +94.2% | -6.1% | +100.3% | +87.5% |
| All | +37.5% | +338.6% | -301.1% | +3.4% |
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