+354.6%
APLD vs KGC
+329.2%
+25.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.6% |
| 7D | +7.8% | +0.2% | +7.6% | +7.6% |
| 30D | -23.0% | -8.8% | -14.1% | -18.5% |
| 3M | -39.7% | -21.1% | -18.6% | -30.4% |
| 6M | -59.8% | -32.3% | -27.5% | -48.8% |
| YTD | -27.0% | -23.5% | -3.5% | -15.6% |
| 1Y | -37.3% | -15.0% | -22.3% | -33.1% |
| All | +354.6% | +329.2% | +25.4% | +58.1% |
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