+175.6%
APA vs KGC
+454.1%
-278.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 3M | +23.3% | +19.8% | +3.6% | +19.8% |
| 6M | +39.5% | -6.7% | +46.2% | +39.1% |
| YTD | +87.6% | +7.8% | +79.8% | +79.9% |
| 1Y | +114.2% | +35.7% | +78.6% | +94.1% |
| 3Y | +13.6% | +553.7% | -540.1% | -35.0% |
| 5Y | +175.6% | +461.7% | -286.1% | +61.6% |
| All | +175.6% | +454.1% | -278.5% | +61.6% |
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