+506.6%
APP vs KGC
+224.8%
+281.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.8% | +2.2% | -1.5% |
| 7D | +61.1% | +8.0% | +53.1% | +57.4% |
| 30D | +42.8% | -9.3% | +52.1% | +47.8% |
| 3M | +16.7% | -21.3% | +38.0% | +25.1% |
| 6M | -15.6% | -31.5% | +15.9% | -6.0% |
| YTD | -41.3% | -23.2% | -18.1% | -37.4% |
| 1Y | -39.3% | -15.0% | -24.2% | -37.4% |
| 3Y | +803.2% | +328.7% | +474.5% | +432.5% |
| 5Y | +313.2% | +262.9% | +50.3% | +148.5% |
| All | +506.6% | +224.8% | +281.8% | +283.7% |
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