+296.4%
ARM vs KGC
+545.9%
-249.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.6% |
| 7D | +5.5% | -1.3% | +6.7% | +5.8% |
| 30D | -8.2% | +20.3% | -28.5% | -14.1% |
| 3M | -35.9% | +8.1% | -44.0% | -38.0% |
| 6M | +103.1% | -8.8% | +111.9% | +104.8% |
| YTD | +130.6% | +10.1% | +120.6% | +120.5% |
| 1Y | +86.1% | +44.2% | +41.9% | +64.9% |
| All | +296.4% | +545.9% | -249.4% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling