-29.9%
ARKK vs KGC
+435.7%
-465.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.6% |
| 7D | -4.7% | -8.4% | +3.7% | -2.4% |
| 30D | +3.1% | +6.3% | -3.3% | +1.2% |
| 3M | +13.8% | +22.4% | -8.7% | +7.3% |
| 6M | +14.0% | -11.4% | +25.4% | +16.5% |
| YTD | +8.0% | +3.1% | +4.8% | +5.4% |
| 1Y | +9.9% | +26.6% | -16.7% | +1.1% |
| 3Y | +90.2% | +525.6% | -435.4% | +7.1% |
| 5Y | -29.9% | +451.7% | -481.6% | -59.1% |
| All | -29.9% | +435.7% | -465.6% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling