+368.0%
ARKK vs KGC
+1,339.2%
-971.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.1% |
| 7D | +3.6% | +2.4% | +1.2% | +3.3% |
| 30D | +8.4% | +9.2% | -0.9% | +7.2% |
| 3M | +13.4% | +16.7% | -3.3% | +11.3% |
| 6M | +18.9% | -7.0% | +25.9% | +19.4% |
| YTD | +11.9% | +7.5% | +4.4% | +10.5% |
| 1Y | +13.1% | +34.4% | -21.3% | +9.0% |
| 3Y | +97.1% | +552.0% | -454.9% | +62.1% |
| 5Y | -27.8% | +454.5% | -482.3% | -40.7% |
| 10Y | +338.5% | +658.7% | -320.2% | +263.9% |
| All | +368.0% | +1,339.2% | -971.2% | +278.0% |
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