+229.3%
APLD vs KGC
+260.8%
-31.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.9% |
| 7D | +2.7% | -6.7% | +9.4% | +7.3% |
| 30D | -21.4% | -6.7% | -14.8% | -18.6% |
| 3M | -47.8% | -22.6% | -25.3% | -39.6% |
| 6M | -64.9% | -33.4% | -31.5% | -55.4% |
| YTD | -34.9% | -26.0% | -8.9% | -23.3% |
| 1Y | -30.7% | -18.3% | -12.4% | -23.7% |
| 3Y | +305.3% | +315.8% | -10.5% | +58.4% |
| All | +229.3% | +260.8% | -31.5% | +172.8% |
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