+298.1%
APP vs KGC
+226.6%
+71.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | +4.6% | -6.7% | +11.2% | +7.2% |
| 30D | +56.0% | -6.7% | +62.7% | +60.2% |
| 3M | +30.8% | -22.6% | +53.4% | +41.3% |
| 6M | -9.8% | -33.4% | +23.6% | +1.6% |
| YTD | -39.3% | -26.0% | -13.3% | -34.3% |
| 1Y | -26.4% | -18.3% | -8.1% | -23.1% |
| 3Y | +887.9% | +315.8% | +572.1% | +480.2% |
| All | +298.1% | +226.6% | +71.4% | +164.0% |
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 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