+80.7%
KGC vs APTV
+138.4%
-57.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.3% |
| 7D | -4.1% | -5.0% | +0.9% | -3.4% |
| 30D | -11.6% | -12.3% | +0.7% | -9.9% |
| 3M | -24.5% | -19.9% | -4.6% | -22.1% |
| 6M | -34.6% | -29.4% | -5.2% | -31.4% |
| YTD | -26.2% | -49.0% | +22.8% | -19.4% |
| 1Y | -20.1% | -53.1% | +33.0% | -11.9% |
| 3Y | +312.4% | -48.9% | +361.3% | +342.9% |
| 5Y | +224.9% | -77.2% | +302.2% | +275.2% |
| 10Y | +608.7% | -26.8% | +635.5% | +605.9% |
| All | +80.7% | +138.4% | -57.7% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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