+331.8%
ARKK vs KGC
+698.0%
-366.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -3.1% | -5.6% | +2.6% | -2.1% |
| 30D | +2.7% | +6.1% | -3.4% | +1.7% |
| 3M | +10.8% | +17.3% | -6.6% | +7.6% |
| 6M | +14.4% | -10.3% | +24.7% | +15.8% |
| YTD | +8.7% | +3.9% | +4.8% | +7.3% |
| 1Y | +6.7% | +25.7% | -19.0% | +2.0% |
| 3Y | +87.4% | +526.0% | -438.6% | +39.6% |
| 5Y | -29.5% | +455.5% | -484.9% | -47.7% |
| All | +331.8% | +698.0% | -366.2% | +227.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling