+500.0%
APP vs KGC
+235.5%
+264.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.0% | +6.9% | +8.8% |
| 7D | +71.2% | +10.5% | +60.7% | +65.8% |
| 30D | +39.1% | -4.1% | +43.1% | +41.2% |
| 3M | +16.5% | -13.1% | +29.6% | +20.7% |
| 6M | -16.6% | -27.5% | +11.0% | -9.0% |
| YTD | -41.9% | -20.7% | -21.2% | -38.8% |
| 1Y | -37.0% | -6.1% | -31.0% | -37.2% |
| 3Y | +892.4% | +318.6% | +573.8% | +486.4% |
| 5Y | +297.3% | +289.9% | +7.4% | +134.8% |
| All | +500.0% | +235.5% | +264.5% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling