+587.2%
KGC vs APD
+191.9%
+395.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -6.7% | +3.8% | -10.5% | -7.6% |
| 30D | -6.7% | +8.2% | -14.9% | -8.7% |
| 3M | -22.6% | +4.3% | -26.9% | -23.5% |
| 6M | -33.4% | +4.7% | -38.1% | -34.4% |
| YTD | -26.0% | +31.5% | -57.5% | -31.8% |
| 1Y | -18.3% | +23.5% | -41.8% | -23.4% |
| 3Y | +315.8% | +29.1% | +286.7% | +276.7% |
| 5Y | +225.7% | +15.9% | +209.8% | +199.0% |
| All | +587.2% | +191.9% | +395.3% | +553.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling