+214.0%
ARM vs KGC
+304.9%
-90.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.8% | -13.9% | -13.4% |
| 7D | -27.1% | 0.0% | -27.1% | -27.2% |
| 30D | -44.9% | -9.3% | -35.6% | -43.1% |
| 3M | -39.3% | -15.9% | -23.4% | -36.0% |
| 6M | -20.2% | -24.9% | +4.7% | -12.6% |
| YTD | +52.5% | -23.0% | +75.5% | +64.2% |
| 1Y | +4.1% | -9.9% | +14.0% | +7.4% |
| All | +214.0% | +304.9% | -90.9% | +120.8% |
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