+1,055.9%
APH vs KGC
+646.4%
+409.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.1% |
| 7D | +5.0% | -1.3% | +6.2% | +5.1% |
| 30D | -3.9% | +20.3% | -24.2% | -6.0% |
| 3M | +13.0% | +8.1% | +4.9% | +11.6% |
| 6M | +25.2% | -8.8% | +33.9% | +25.6% |
| YTD | +22.9% | +10.1% | +12.9% | +20.8% |
| 1Y | +47.8% | +44.2% | +3.6% | +41.4% |
| 3Y | +283.0% | +533.0% | -250.0% | +222.1% |
| 5Y | +349.7% | +443.0% | -93.3% | +274.9% |
| All | +1,055.9% | +646.4% | +409.5% | +911.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling