-32.7%
APP vs KGC
-18.5%
-14.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -1.3% |
| 7D | +10.6% | -4.1% | +14.6% | +12.5% |
| 30D | +44.6% | -11.6% | +56.2% | +51.3% |
| 3M | +29.6% | -24.5% | +54.1% | +40.7% |
| 6M | -19.8% | -34.6% | +14.8% | -7.9% |
| YTD | -41.6% | -26.2% | -15.4% | -37.7% |
| 1Y | -32.7% | -20.1% | -12.6% | -31.8% |
| All | -32.7% | -18.5% | -14.2% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling