+252.4%
APP vs KGC
+248.9%
+3.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +54.5% |
| 3M | +27.0% | -21.1% | +48.1% | +36.1% |
| 6M | -15.4% | -32.3% | +16.9% | -5.2% |
| YTD | -39.9% | -23.5% | -16.5% | -35.8% |
| 1Y | -32.0% | -15.0% | -17.0% | -29.9% |
| 3Y | +824.3% | +327.5% | +496.8% | +440.0% |
| 5Y | +252.4% | +244.3% | +8.1% | +114.5% |
| All | +252.4% | +248.9% | +3.5% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling