+262.1%
APH vs KGC
+317.1%
-55.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +3.5% |
| 7D | -5.9% | +10.5% | -16.4% | -8.2% |
| 30D | -14.8% | -4.1% | -10.7% | -14.2% |
| 3M | -12.4% | -13.1% | +0.7% | -10.5% |
| 6M | +8.1% | -27.5% | +35.6% | +14.6% |
| YTD | +10.9% | -20.7% | +31.7% | +14.1% |
| 1Y | +8.8% | -6.1% | +14.8% | +7.7% |
| 3Y | +262.1% | +318.6% | -56.5% | +165.8% |
| All | +262.1% | +317.1% | -55.0% | +165.8% |
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