+174.6%
ARM vs KGC
+365.3%
-190.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +3.7% |
| 7D | -15.2% | +10.5% | -25.7% | -18.4% |
| 30D | -40.7% | -4.1% | -36.6% | -39.9% |
| 3M | -39.1% | -13.1% | -26.0% | -36.5% |
| 6M | -26.4% | -27.5% | +1.1% | -19.1% |
| YTD | +59.7% | -20.7% | +80.5% | +70.2% |
| 1Y | +10.3% | -6.1% | +16.4% | +12.4% |
| 3Y | +228.9% | +318.6% | -89.8% | +128.7% |
| All | +174.6% | +365.3% | -190.7% | +90.4% |
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