+446.2%
APP vs KGC
+225.7%
+220.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.8% | +30.2% | +30.8% |
| 7D | +39.7% | 0.0% | +39.7% | +40.0% |
| 30D | +27.7% | -9.3% | +37.1% | +32.1% |
| 3M | -14.8% | -15.9% | +1.1% | -10.8% |
| 6M | -25.5% | -24.9% | -0.7% | -20.0% |
| YTD | -47.2% | -23.0% | -24.1% | -43.7% |
| 1Y | -42.3% | -9.9% | -32.3% | -41.7% |
| 3Y | +806.8% | +301.2% | +505.6% | +442.8% |
| 5Y | +261.6% | +278.5% | -16.9% | +115.7% |
| All | +446.2% | +225.7% | +220.4% | +244.8% |
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