+883.4%
APH vs KGC
+523.1%
+360.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +3.8% |
| 7D | -5.9% | +10.5% | -16.4% | -7.1% |
| 30D | -14.8% | -4.1% | -10.7% | -14.5% |
| 3M | -12.4% | -13.1% | +0.7% | -11.4% |
| 6M | +8.1% | -27.5% | +35.6% | +11.3% |
| YTD | +10.9% | -20.7% | +31.7% | +12.9% |
| 1Y | +8.8% | -6.1% | +14.8% | +8.8% |
| 3Y | +262.1% | +318.6% | -56.5% | +216.9% |
| 5Y | +283.1% | +289.9% | -6.8% | +230.3% |
| All | +883.4% | +523.1% | +360.3% | +775.9% |
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 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