+306.4%
APH vs KGC
+265.7%
+40.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.8% | +0.2% |
| 7D | -5.0% | +8.0% | -13.1% | -6.6% |
| 30D | -8.4% | -9.3% | +1.0% | -6.7% |
| 3M | -4.5% | -21.3% | +16.8% | -0.5% |
| 6M | +25.3% | -31.5% | +56.8% | +33.6% |
| YTD | +18.9% | -23.2% | +42.2% | +22.9% |
| 1Y | +11.9% | -15.0% | +27.0% | +13.3% |
| 3Y | +278.0% | +328.7% | -50.8% | +179.0% |
| 5Y | +306.4% | +262.9% | +43.5% | +198.8% |
| All | +306.4% | +265.7% | +40.7% | +198.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling