-37.1%
APP vs KGC
-8.9%
-28.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +3.7% |
| 7D | +79.2% | +11.1% | +68.0% | +72.4% |
| 30D | +48.0% | -3.7% | +51.7% | +49.6% |
| 3M | +18.2% | -17.2% | +35.4% | +23.8% |
| 6M | -12.5% | -27.3% | +14.8% | -3.7% |
| YTD | -39.2% | -18.5% | -20.6% | -37.8% |
| All | -37.1% | -8.9% | -28.1% | -40.0% |
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