+19.3%
ARM vs KGC
-5.3%
+24.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.5% | -12.8% | -8.7% |
| 7D | -18.7% | -6.8% | -11.9% | -16.1% |
| 30D | -36.7% | -9.2% | -27.5% | -33.8% |
| 3M | -31.6% | -9.1% | -22.5% | -29.8% |
| 6M | -5.6% | -25.7% | +20.0% | +6.3% |
| YTD | +75.5% | -23.6% | +99.1% | +93.8% |
| 1Y | +19.3% | -4.3% | +23.6% | +23.5% |
| All | +19.3% | -5.3% | +24.6% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling