+528.8%
APP vs KGC
+244.8%
+284.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +3.9% |
| 7D | +79.2% | +11.1% | +68.0% | +73.1% |
| 30D | +48.0% | -3.7% | +51.7% | +50.1% |
| 3M | +18.2% | -17.2% | +35.4% | +24.6% |
| 6M | -12.5% | -27.3% | +14.8% | -4.5% |
| YTD | -39.2% | -18.5% | -20.6% | -36.4% |
| 1Y | -33.9% | -5.7% | -28.2% | -34.1% |
| 3Y | +933.3% | +336.5% | +596.8% | +502.8% |
| 5Y | +295.9% | +298.7% | -2.8% | +132.0% |
| All | +528.8% | +244.8% | +284.1% | +289.7% |
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