+90.5%
APH vs KGC
+543.3%
-452.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.6% | -48.4% | -47.9% |
| 7D | -48.7% | -5.0% | -43.7% | -48.2% |
| 30D | -51.9% | +20.3% | -72.2% | -54.1% |
| 3M | -43.6% | +8.1% | -51.6% | -45.0% |
| 6M | -37.5% | -8.8% | -28.8% | -37.1% |
| YTD | -38.6% | +10.1% | -48.7% | -41.1% |
| 1Y | -26.3% | +44.2% | -70.5% | -33.4% |
| All | +90.5% | +543.3% | -452.8% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling