+853.3%
APO vs KGC
+637.7%
+215.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +5.8% | -6.7% | +12.4% | +6.3% |
| 30D | +8.9% | -6.7% | +15.5% | +9.3% |
| 3M | -13.6% | -22.6% | +8.9% | -12.2% |
| 6M | -5.4% | -33.4% | +28.0% | -3.0% |
| YTD | -13.6% | -26.0% | +12.4% | -12.7% |
| 1Y | -2.5% | -18.3% | +15.8% | -2.3% |
| 3Y | +50.9% | +315.8% | -264.9% | +32.0% |
| 5Y | +81.4% | +225.7% | -144.3% | +57.1% |
| All | +853.3% | +637.7% | +215.6% | +760.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling