+16.4%
APH vs KGC
-5.3%
+21.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +7.5% | -13.6% | -7.9% |
| 7D | -2.4% | -6.8% | +4.4% | -0.8% |
| 30D | -9.5% | -9.2% | -0.3% | -7.4% |
| 3M | -7.6% | -9.1% | +1.5% | -7.1% |
| 6M | +12.4% | -25.7% | +38.0% | +19.3% |
| YTD | +17.5% | -23.6% | +41.2% | +17.1% |
| 1Y | +16.4% | -4.3% | +20.7% | +2.9% |
| All | +16.4% | -5.3% | +21.7% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling