+892.4%
APP vs KGC
+317.1%
+575.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.0% | +6.9% | +8.7% |
| 7D | +71.2% | +10.5% | +60.7% | +65.1% |
| 30D | +39.1% | -4.1% | +43.1% | +41.4% |
| 3M | +16.5% | -13.1% | +29.6% | +20.8% |
| 6M | -16.6% | -27.5% | +11.0% | -8.2% |
| YTD | -41.9% | -20.7% | -21.2% | -38.5% |
| 1Y | -37.0% | -6.1% | -31.0% | -37.5% |
| 3Y | +892.4% | +318.6% | +573.8% | +435.3% |
| All | +892.4% | +317.1% | +575.4% | +435.3% |
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