+73.5%
APA vs KGC
+285.6%
-212.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.3% |
| 7D | -15.5% | +10.5% | -26.0% | -16.4% |
| 30D | +2.4% | -4.1% | +6.4% | +2.7% |
| 3M | +22.8% | -13.1% | +35.9% | +24.0% |
| 6M | +17.9% | -27.5% | +45.5% | +21.4% |
| YTD | +87.7% | -20.7% | +108.4% | +85.8% |
| 1Y | +94.2% | -6.1% | +100.3% | +85.2% |
| 3Y | +27.2% | +318.6% | -291.4% | -21.0% |
| All | +73.5% | +285.6% | -212.1% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling