+185.4%
ARM vs KGC
+350.5%
-165.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.8% | +3.2% | -0.6% |
| 7D | -10.4% | +8.0% | -18.4% | -12.9% |
| 30D | -31.8% | -9.3% | -22.5% | -29.6% |
| 3M | -32.2% | -21.3% | -10.9% | -26.9% |
| 6M | -14.9% | -31.5% | +16.6% | -4.7% |
| YTD | +66.0% | -23.2% | +89.3% | +78.9% |
| 1Y | +17.2% | -15.0% | +32.2% | +22.8% |
| 3Y | +247.2% | +328.7% | -81.5% | +143.9% |
| All | +185.4% | +350.5% | -165.0% | +100.2% |
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 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