+214.2%
ARM vs KGC
+333.3%
-119.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -0.5% |
| 7D | +19.8% | -4.1% | +23.9% | +21.6% |
| 30D | -21.8% | -11.6% | -10.1% | -18.4% |
| 3M | -26.5% | -24.5% | -2.0% | -19.6% |
| 6M | -3.9% | -34.6% | +30.6% | +9.2% |
| YTD | +82.8% | -26.2% | +108.9% | +99.5% |
| 1Y | +34.3% | -20.1% | +54.4% | +43.4% |
| 3Y | +282.2% | +312.4% | -30.2% | +172.1% |
| All | +214.2% | +333.3% | -119.1% | +123.2% |
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