+122.9%
APH vs KGC
+450.1%
-327.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -53.9% |
| 3M | -43.6% | +8.1% | -51.6% | -44.9% |
| 6M | -37.5% | -8.8% | -28.8% | -37.2% |
| YTD | -38.6% | +10.1% | -48.7% | -40.8% |
| 1Y | -26.3% | +44.2% | -70.5% | -32.7% |
| 3Y | +89.2% | +533.0% | -443.8% | +30.5% |
| All | +122.9% | +450.1% | -327.2% | +51.1% |
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 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