+199.6%
ARM vs KGC
+334.3%
-134.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.9% | -4.7% |
| 7D | +9.1% | -6.7% | +15.8% | +11.7% |
| 30D | -19.9% | -6.7% | -13.3% | -18.1% |
| 3M | -31.6% | -22.6% | -9.0% | -25.8% |
| 6M | -13.9% | -33.4% | +19.6% | -2.6% |
| YTD | +74.3% | -26.0% | +100.3% | +90.1% |
| 1Y | +35.8% | -18.3% | +54.1% | +44.1% |
| 3Y | +268.6% | +315.8% | -47.2% | +162.2% |
| All | +199.6% | +334.3% | -134.7% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling