-32.0%
APP vs KGC
-15.6%
-16.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +48.9% | +0.2% | +48.7% | +49.1% |
| 30D | +49.4% | -8.8% | +58.3% | +54.4% |
| 3M | +27.0% | -21.1% | +48.1% | +35.4% |
| 6M | -15.4% | -32.3% | +16.9% | -4.2% |
| YTD | -39.9% | -23.5% | -16.5% | -36.6% |
| 1Y | -32.0% | -15.0% | -17.0% | -32.7% |
| All | -32.0% | -15.6% | -16.3% | -32.7% |
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 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