+585.5%
KGC vs ARES
+1,100.6%
-515.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.9% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -11.6% | +15.3% | -26.9% | -14.1% |
| 3M | -24.5% | -5.4% | -19.2% | -23.8% |
| 6M | -34.6% | +10.0% | -44.6% | -35.9% |
| YTD | -26.2% | -14.7% | -11.5% | -24.8% |
| 1Y | -20.1% | -9.7% | -10.4% | -19.6% |
| 3Y | +312.4% | +35.8% | +276.6% | +276.6% |
| 5Y | +224.9% | +80.9% | +144.0% | +175.4% |
| All | +585.5% | +1,100.6% | -515.0% | +476.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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