+653.5%
APP vs KGC
+543.3%
+110.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +3.1% |
| 7D | +0.9% | -1.3% | +2.2% | +1.2% |
| 30D | -23.3% | +20.3% | -43.6% | -28.9% |
| 3M | -42.6% | +8.1% | -50.7% | -45.0% |
| 6M | -33.6% | -8.8% | -24.8% | -32.9% |
| YTD | -52.4% | +10.1% | -62.5% | -55.0% |
| 1Y | -35.9% | +44.2% | -80.1% | -45.8% |
| All | +653.5% | +543.3% | +110.3% | +270.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling